To add more categories:
Goto your cp.cgi
Forums -> Category Settings
Use the Add New Category button to get a new category, then you adjust the sort order field to make them appear in the order you want.
Example:
1 - Category A Sort Order: 3
2 - Category B Sort Order: 5
3 - Category C Sort Order: 2
4 - New Category Sort Order: 4
Would product the following order:
Category C
Category A
New Category
Category B