Hi there,
take a look at the post-form.php file. In it you'll find this block of code somewhere near the top:
<div id="postbox">
<ul id="post-types">
<li><a id="status"<?php if ( $post_type == 'status' ) : ?> class="selected"<?php endif; ?> href="<?php echo site_url( '?p=status' ); ?>" title="<?php esc_attr_e( 'Status Update', 'p2' ); ?>"><?php _e( 'Status Update', 'p2' ); ?></a></li>
<li><a id="post"<?php if ( $post_type == 'post' ) : ?> class="selected"<?php endif; ?> href="<?php echo site_url( '?p=post' ); ?>" title="<?php esc_attr_e( 'Blog Post', 'p2' ); ?>"><?php _e( 'Blog Post', 'p2' ); ?></a></li>
<li><a id="quote"<?php if ( $post_type == 'quote' ) : ?> class="selected"<?php endif; ?> href="<?php echo site_url( '?p=quote' ); ?>" title="<?php esc_attr_e( 'Quote', 'p2' ); ?>"><?php _e( 'Quote', 'p2' ); ?></a></li>
<li><a id="link"<?php if ( $post_type == 'link' ) : ?> class="selected"<?php endif; ?> href="<?php echo site_url( '?p=link' ); ?>" title="<?php esc_attr_e( 'Link', 'p2' ); ?>"><?php _e( 'Link', 'p2' ); ?></a></li>
</ul>
Here you can change the labels and categories that each button posts into. Hope this helps.