Cateogry Posts Listing

Hello,

I need help with displaying all the post categories in a sidebar by default for all posts in a sepcific sidebar.

I am having troubles where I click the category I want to view and then the category sidebar listing goes away. Does anyone know a bit of code to get all categories and list them on all post pages and category pages???

The website im working on is the following

http://web75.omega.studiocoast.com.au/wordpress/health-news/newsletters/