I'm currently styling my blog here: http://www.gemsam.co.uk but I can't seem to find the basic code for the categories information, is it imported from somewhere?
I need to just change the H3 lines to match my other side-bar headings...
I was going a little more in depth and adding some extra div's to the stylesheet / php - however your comment made me think... and your right, why not do it the easy way with the h3 tags! :)
The Categories code is found in the Plugins folder and that's as good a place to start as any :)
You can also "style" the H3's via your CSS file