Group posts by Category

Hi!
I want to use WordPress for a online magazine. I want to sort the posts by the Category.
I’ve found this code snipet http://rhymedcode.net/1001-wordpression-loops/grouped-by-category/
but in this example the category number is always the same. But i want to show the most recent post ordered by Category.

Does anybody know how to do it?

Thanks and sorry for my bad English 🙂