If you activate categories, you will find something like this in your sidepanel:
This looks like a widget, right. But if you check admin/layout under widgets, it is not listed (!)
So you cannot remove it, or put it to another position.
This is why I recommend to create a "real" widget for the categories instead. This has been done already with qa-widget-activity-count.php, qa-widget-ask-box.php and qa-widget-related-qs.php in the qa-include folder (the core folder).
FYI, this is how the HTML of the category widget looks like:
<div class="qa-nav-cat">
<ul class="qa-nav-cat-list qa-nav-cat-list-1">
<li class="qa-nav-cat-item qa-nav-cat-all">
<a href="../" class="qa-nav-cat-link">All categories</a>
</li>
<li class="qa-nav-cat-item qa-nav-cat-core">
<a href="../core" class="qa-nav-cat-link" title="Questions about the Question2Answer platform.">Q2A Core</a>
<span class="qa-nav-cat-note">(6,842)</span>
</li>
<li class="qa-nav-cat-item qa-nav-cat-plugins">
<a href="../plugins" class="qa-nav-cat-link qa-nav-cat-selected" title="Questions about plugins created for Q2A.">Plugins</a>
<span class="qa-nav-cat-note">(1,641)</span>
</li>
<li class="qa-nav-cat-item qa-nav-cat-themes">
<a href="../themes" class="qa-nav-cat-link" title="Questions about third-party themes.">Themes</a>
<span class="qa-nav-cat-note">(166)</span>
</li>
</ul>
<div class="qa-nav-cat-clear">
</div>
</div>
Edit: I have just seen that I pointed out this problem one year ago, time to change it!