Ok. I must be doing something wrong.
I did what you told me. In fact, here is what it looks like:
[ GENERAL]
allow_texture_compression=yes
alphabetic_search_on_plus_minus=yes
box_mode=yes
cat1=Category 1
cat10=Category 10
cat11=Category 11
cat2=Category 2
cat3=Category 3
cat4=Category 4...