my $sth = $dbh->prepare( "select group, somedata from sometable" );

$sth->execute;

my $rowrefs = $sth->fetchall_arrayref;
my %grouphash;

for my $row ( @$rowrefs ) {
    push @{$grouphash{$$row[0]}}, $$row[1];
}
for my $group ( sort keys %grouphash ) {
    print "$group\n";
    print "  $_\n" for ( sort @{$grouphash{$group}} );
}
[download]

(not tested, but seems simple enough)

updated to fix brackets on $$row[1] (I didn't mean to use curlies there).