I don't have an option to use multiple categories. Just the one, went through and shuffled stuff about into categories to make it a bit easier to find everything, only took me a few minutes.
I don't at the moment because I can always do a quick search for one I want if I need to (and to be honest, I rarely need to). Seems like it would be useful to have a Playing / Completed / Not Started system going on though. I may do that at some point.