separate category of links in blogroll

Hi. I’m having some problems with my blogroll. In my blogroll application sort to speak, I have a large list of links. These are filed under different categories and I would like the links to be displayed in my sidebar according to their respective categories, kind of like this:

Political Blogs
link 1
link 2
link 3

Religious Blogs
link 1
link 2
link 3

and so forth.

Right now all the links are being heaped together under one main header entitled “Blogroll.” I guess because the default function calls to get all the links, like so:

<!–links or blogroll–>
<h2>Blogroll</h2>

<?php get_links (-1, ‘< li>’, ‘</ li>’, ‘ – ‘); ?>

My question is, what do I input in order to distinguish the links into their separate categories? Is there some sort of get categories function I can use?

I’m sorry! I’m very bad at this! Please be very specific! Thanks!!!