Is it giving you an error message about "URL name" or something like that?

Personally I find it easier to just go into the database than to fight the system with regards to categories. The thing to be careful of is that the "cat_urlname" in the evo_categories table has to be unique to the entire table. So like you can have a category called "stuff" in each blog, but only one of them can have the cat_urlname of "stuff". So I make them be "cNN" where NN is the category number. It gets mad at me for that, but tough: it works for me.