I've been looking into using this essential plugin but as of today there does not seem any plugin which works in the latest version of WordPress. This is a shame since it is probably the most useful plugin that exists. The only one which is being updated regularly these days comes from Zsolt Lakatos and it has a couple of niggles - it doesn't seem to update the category list once installed (Even deactivating the plugin and reactivating doesn't bring up a category which is added after the plugin is installed). Otherwise it has some uses in the absence of nothing else -- but thanks to Zsolt for keeping this tool alive.
RYO website had updated the plugin for a while (updated from McDuffee's (which I had been using) but he has given up due to the onerous task of porting it to each new WP version. This was updated to work with WP v2.3 and can be found here but I've no idea if it works only that it doesn't work with 2.5.1
Ultimately if no plugin works for you then using the clear instructions in the WordPress codex you can modify your own templates - these can be found here.
Let's hope someone continues this excellent work. It really is a core plugin.
NB Oh, and check out this post for further help and use in 2.5