Newsblogger help required…

Could someone please explain this to me. Newsblogger says at the top of the page: “New feature: Customization! Now you can select which categories you’d like to appear in the drop-down on the left.” Well… how?

[After much further discussion with Jason and Meg (completely independant of one another), I now understand how to get this working on a Mac. If anyone wants to know, drop me a line.]