You could do it by using the query_posts function.
<?php query_posts('category_name=CATEGORYNAME'); ?>
<?php if ( have_posts() ) : while ( have_posts() ) : the_post(); ?>
<li><a href="<?php the_permalink(); ?>" title="<?php the_title(); ?>"><?php the_title(); ?></a>
<?php endwhile; ?><?php endif; ?>
where CATEGORYNAME is the actual name of the category. You could also call the category by ID. Instead of using category_name= you would use cat= such as…
<?php query_posts('cat=X'); ?>
where X is the numerical ID of the category.
You’ll have to use your theme’s styling to make it look right.
Here is another option using the get_posts function.
<?php
global $post;
$myposts = get_posts('numberposts=5&category=4');
foreach($myposts as $post) :
?>
<li><a href="<?php the_permalink(); ?>"><?php the_title(); ?></a></li>
<?php endforeach; ?>
This will dislay 5 entries from the category whose numerical ID is 4.