include

I am trying to include a file that lists my whole side menu. For example the function that call to lis the catagories (<?php wp_list_cats(); ?>) I would like to have a file that lists misc. stuff on it and when i want to change something i simply chang eit from that one page.
So my side menu in my blog would be (<?php sidemenu(); ?>) instead of listing the catagories links archives etc.. All that would be included in that one file.
how would i go about doing this?