Custom category list with post titles

Hello,
php noob here, looking for a little help with a category list with post titles listed under
example:

/category title
/ / post title
/ / post title
/ / post title
/ / post title

/category title
/ / post title
/ / post title
/ / post title
/ / post title

Any help would be greatly appreciated as I am completely stuck on this. Thanks!

blockquote
<?php
if (is_category()):
$cat = get_the_category();
$cat = $cat[0];
?>

• <span class=”blogroll_title”>
  <?php
  foreach((get_the_category()) as $cat) {
  echo $cat->cat_name . ‘ ‘;
  } ?>
  </span>
  <ul id=”first_title” class=”inner-list”>
  <?php $my_query = $wpdb->get_results(“SELECT $wpdb->posts.* FROM $wpdb->posts, $wpdb->post2cat WHERE category_id = ‘$cat->cat_ID’ AND ID = post_id AND post_id <> ‘$id’ AND post_status = ‘publish’ ORDER BY post_date DESC LIMIT 10”); ?>
  <?php while(list(,$my_post) = each($my_query)) : ?>
  <li id=”post-<?php echo $my_post->ID; ?>”> ID); ?>” rel=”bookmark” title=”Permanent Link to <?php echo $my_post-> post_title; ?>”> <?php echo $my_post->post_title; ?>

<?php endwhile; ?>

<?php endif; ?>
blockquote