Select the 'Panels' option in the control panel, then press the organize button.

You have the option of creating new categories and moving apps between categories. One issue for me is that you can't create a category within a category

Also, I'd recommend keeping with six categories, otherwise you have to do a lot of scrolling. I use 'Applications', 'Communications', 'Games', 'Utilities', 'Extras', and 'Settings'.
I commbined the two internet tabs into the 'Communications' group which freed up a category for Games.