how to add catorgies to each different page

http://michelle-rudolph.com/

what I want to do is add different Categories for each page. So each time the person goes to different pages there will be different Categories available. Example if you go portfolio page you will be able to view Categories such as flash, graphic, web, etc. And I am just wondering if there is a way to do it in the wordpress interface or just do it by hand coding.

Thanks