Blog-category switching menu

Hello,

I would like to have a menu to choose which blogposts (from a certain categorie) are showed on the main page of my webpage:http://www.veerbootinfo.nl/.
I don’t want to switch to a subpage, but I want to switch (active) on the main page, so that it doesn’t have to load again. Like on this webpage: http://www.sjoraddning.se/, where you can switch between Allt, Aktuellt, Larm, Reportage. I would like to have the same system.

I searched around on the wordpress help, but couldn’t find it..
I hope somebody can help me!