Multilevel menu with page… but I need category

Hi everybody,
sorry about my English and sorry if my question was already posted, I’m a ‘half new’ WP user.

I have a multilevel main menu like this created with:
<?php wp_list_pages('title_li=&sort_column=menu_order&depth=3'); ?>

This is the right result I need!

<ul id="main" class="clearfix">

<li class="page_item page-item-23"><a href="#" title="Homepage">Homepage</a></li>
<li class="page_item page-item-3 current_page_item"><a href="#" title="Le nostre proposte">Menu 1</a>
<ul>
<li class="page_item page-item-19"><a href="#">Submenu 1</a>

<ul>
<li class="page_item page-item-21"><a href="#">Sub SubMenu 1-1</a></li>
<li class="page_item page-item-22"><a href="#">Sub SubMenu 1-2</a></li>
<li class="page_item page-item-23"><a href="#">Sub SubMenu 1-3</a></li>
</ul>

</li>
<li class="page_item page-item-19"><a href="#">Submenu 2</a>

<ul>
<li class="page_item page-item-25"><a href="#">Sub SubMenu 2-1</a></li>
<li class="page_item page-item-26"><a href="#">Sub SubMenu 2-2</a></li>
<li class="page_item page-item-27"><a href="#">Sub SubMenu 2-3</a></li>
</ul>

</li>
</ul>
</li>

</ul>

and so on… ok! Now I need the Submenu and Sub Submenu x-x links to categories with the same name.

It’s very diffucult to me explain it in English, but I’m sure I need your help.

Regards