Got this working now, for anyone who wants to use this, here's my code:

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE xsl:stylesheet [ <!ENTITY nbsp "&#x00A0;"> ]>
<xsl:stylesheet 
   version="1.0" 
    xmlns:xsl="http://www.w3.org/1999/XSL/Transform" 
 xmlns:msxml="urn:schemas-microsoft-com:xslt"
  xmlns:umbraco.library="urn:umbraco.library" xmlns:Exslt.ExsltCommon="urn:Exslt.ExsltCommon" xmlns:Exslt.ExsltDatesAndTimes="urn:Exslt.ExsltDatesAndTimes" xmlns:Exslt.ExsltMath="urn:Exslt.ExsltMath" xmlns:Exslt.ExsltRegularExpressions="urn:Exslt.ExsltRegularExpressions" xmlns:Exslt.ExsltStrings="urn:Exslt.ExsltStrings" xmlns:Exslt.ExsltSets="urn:Exslt.ExsltSets" xmlns:UCommentLibrary="urn:UCommentLibrary" xmlns:tagsLib="urn:tagsLib" xmlns:BlogLibrary="urn:BlogLibrary" 
  exclude-result-prefixes="msxml umbraco.library Exslt.ExsltCommon Exslt.ExsltDatesAndTimes Exslt.ExsltMath Exslt.ExsltRegularExpressions Exslt.ExsltStrings Exslt.ExsltSets UCommentLibrary tagsLib BlogLibrary ">


<xsl:output method="xml" omit-xml-declaration="yes"/>

<xsl:param name="currentPage"/>

<xsl:template match="/">

<div class="site_index_container">
<ul>
<li><a href="#A" target="_self">A</a></li>
<li><a href="#B" target="_self">B</a></li>
<li><a href="#C" target="_self">C</a></li>
<li><a href="#D" target="_self">D</a></li>
<li><a href="#E" target="_self">E</a></li>
<li><a href="#F" target="_self">F</a></li>
<li><a href="#G" target="_self">G</a></li>
<li><a href="#H" target="_self">H</a></li>
<li><a href="#I" target="_self">I</a></li>
<li><a href="#J" target="_self">J</a></li>
<li><a href="#K" target="_self">K</a></li>
<li><a href="#L" target="_self">L</a></li>
<li><a href="#M" target="_self">M</a></li>
<li><a href="#N" target="_self">N</a></li>
<li><a href="#O" target="_self">O</a></li>
<li><a href="#P" target="_self">P</a></li>
<li><a href="#Q" target="_self">Q</a></li>
<li><a href="#R" target="_self">R</a></li>
<li><a href="#S" target="_self">S</a></li>
<li><a href="#T" target="_self">T</a></li>
<li><a href="#U" target="_self">U</a></li>
<li><a href="#V" target="_self">V</a></li>
<li><a href="#W" target="_self">W</a></li>
<li><a href="#X" target="_self">X</a></li>
<li><a href="#Y" target="_self">Y</a></li>
<li><a href="#Z" target="_self">Z</a></li>
</ul>

<xsl:variable name="parent" select="$currentPage/ancestor-or-self::node"/>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">A</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">B</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">C</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">D</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">E</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">F</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">G</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">H</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">I</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">J</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">K</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">L</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">M</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">N</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">O</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">P</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">Q</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">R</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">S</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">T</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">U</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">V</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">W</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">X</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">Y</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
<xsl:call-template name="alphabetTemplate">
          <xsl:with-param name="alphabet">Z</xsl:with-param>
          <xsl:with-param name="parent" select="$parent/node"/>
</xsl:call-template>
</div>
</xsl:template>

<xsl:template name="alphabetTemplate">
    <xsl:param name="alphabet"/>
    <xsl:param name="parent"/>
  <h2>  
      <a>
         <xsl:attribute name="name"> <xsl:value-of select="$alphabet"/></xsl:attribute>
          <xsl:attribute name="id"> <xsl:value-of select="$alphabet"/></xsl:attribute>
            <xsl:value-of select="$alphabet"/>
      </a>
        <a href="#top" target="_top" class="top"><img src="../images/common/blank.gif" /></a>
   </h2>
   
  <xsl:for-each select="$parent/node [starts-with(Exslt.ExsltStrings:uppercase(@nodeName), $alphabet) and @level &lt;= 10 and (umbraco.library:IsProtected(@id, @path) = false() or umbraco.library:HasAccess(@id, @path) = true())]">
        <p><a>
            <xsl:attribute name="href"><xsl:value-of select="umbraco.library:NiceUrl(@id)" /></xsl:attribute>
           <xsl:attribute name="title"><xsl:value-of select="@nodeName"/></xsl:attribute>
          <xsl:value-of select="@nodeName"/>
      </a></p>
  </xsl:for-each>
 
</xsl:template>

</xsl:stylesheet>

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