Images do not upload into categories

Unless I missed something, I created a couple categories and used the filter in them. Uploaded an image but they simply end up in the default media library and the category checkboxes are unchecked. Plus, even though after uploading if I use the filter, they show up. However, when using an image in a post, the path to the images do not reflect this. No matter what I do, the categories are ignored and the images end up in the default library.