The other way to add categories is to visit the bboard's admin page, select an existing (!) message, and recategorize it. There's a "Define new category" choice there.
No, this isn't how this SHOULD be done. It has been this way since the beginning, though. We'll see how the ACS 4.0 rewrite of bboard is, if they haven't addressed this and certain other issues we'll probably want to improve it on our own, providing an alternative, fixed version.
