Hey, thanks very much for your speedy reply. The plugin works, it has listed the links as I wanted to happen, which is great! But an error notice appears when I change the CQS options in wp-admin, it says:
WordPress database error: [You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near 'WHERE term_id = '3'' at line 1]
SELECT slug FROM WHERE term_id = '3'
It doesn't seem to effect my website, but if it means anything to you guys and it can be sorted then I'd be grateful for any info on that. Otherwise, this issue is resolved.