If using WordPress as a CMS, you may have set up static pages for both a front page (e.g. “Home”) and a page to list your latest blog posts (e.g. “Blog”). This plugin allows you to add categories as links in a submenu.
It does involve making a php file from downloaded code.
Download at: http://www.alistercameron.com/2009/12/13/wordpress-plugin-add-categories-menu/