Thanks for your reply, but don’t think that’s really what I’m after. Not sure why you say that I need to have custom code for the sidebar - it’s nothing to do with my sidebar. And I’m afraid that I do not understand at all how the links you give would help me.
Using the Wordpress Custom Menus, I just want the sub-cats to display in 3 columns instead of one long drop-down box. Similar to this site: http://www.sport-thieme.co.uk/
Well if you want to use custom menu and create individual links its even more simpler. Once you have the menu look for mega menus and try to code accordingly. Or like the other user suggested, you can use commercial solutions.