Don't go, Barb, I'll explain. You are allowed to ignore E, S, X, and Y if they are the last letters of the title. You don't have to, though. So, for Don Quixote, you could start with E, Quixote, or T, Quixote.
Here's an extreme example: The Little Foxes. You can use S--Foxes. You can ignore S and go to E--Foxes. you can ignore E and S--Foxes. You can ignore X, E, and S--Foxes.
SEXY comes in because it's an easy way to remember the four letters.
The reason for the rule is that it's too hard to find words starting with X and Y, and E and S are so common as endings, thay they would be overused.