Linking Categories to Pages?

Hello, I would like to create a menu which mimicks the output of the categories. This menu should be in my header and included with blog at the top and all subcategories below that. I am having trouble getting my menu items to show up as subcategories of menu. What is the best way to link menu items, pages, and categories? I noticed that various tricks I did using the pagelinks to plug in for example led to a lot of problems because there were actually two pages, the CATAEGORY specific page, and then the page I created for that category. How do I get them to be one in the same?