I have a wordpress.com blog, so no plug-ins.
It's a theme problem. The theme is INove by NeoEase. I know it's a theme problem because I have seen other blogs using this theme and I see the same problem.
E.g., http://tpvswp.wordpress.com/2008/08/16/how-to-make-footnotes/#1. Put the mouse over a Category at the end of the post and you'll see it's linked for a tag, not a category.
Anyone know how this can be fixed?