Finally found a plugin. Support has been discontinued, but it still works:
http://www.ditii.com/2007/09/24/page-category-plus-wordpress-23-plugin/
I use a plugin to show the most recent comments and also give the information in which category this comment has been made. So, if someone comments on a static page (which is my guestbook), those comments are “uncategorzed”. If you make a comment on a post, it will show in belong to the same category as the post.
