Create a formul field like the following to look at the first letter of the name and place it in the details section:
Left({Fieldname},1}
Then, from the design window, right click the details section, select format, click the "X-2" button to the right of the "new page after" checkbox, and enter the following formula:
Not OnLastRecord;
Next({FormulaField})<>{FormulaField}
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