Hi there!

I'm pretty sure the only way to do this within Quickbooks Desktop is to enter the names last name first as you enter them.  So in the first name field you would put Jones,  and in the last name field you would put Sally H.  In QBO you have the option to view the names differently using the 'Display name as' field.  Just hit the drop down arrow after you enter the client name and choose the last name first option.

Hope this helps!

-Stacy