I'm not sure why you would want to do this. It seems like you are trying to use a category as a link - something you can do from the link manager.
If you have a category link, point outside your blog, people will not be able to browse only posts in that category.
You can also always construct your category list yourself rather than having WordPress do it. Call:
get_category_link($echo = false, $category_id, $category_nicename) repeatedly, replacing
$category_id, with the category id number for the category you want to display. Category ID numbers can be found in category administration.
Will return a link to the category General (1 is the default category number for general).
Hope this helps, I'm not entirely sure what exactly your trying to do.