The box_headers.php file will allow you to change the category headers in your store.
You can reach the box_headers.php file in your admin. Go to Design and from there, click on the folder icon next to your template name to enter the template's files. Click on box_headers.php and then on the edit button. The file will look like this:
<?php
define('WHATS_NEW_HEADER', 'What\'s New');
define('SPECIALS_HEADER', 'Specials');
define('SHOPPING_CART_HEADER', 'Shopping Cart');
define('TELL_A_FRIEND_HEADER', 'Tell A Friend');
define('SEARCH_HEADER', 'Search');
define('REVIEWS_HEADER', 'Reviews');
define('PRODUCT_NOTIFICATIONS_HEADER', 'Product Notifications');
define('ORDER_HISTORY_HEADER', 'Order History');
define('MANUFACTURERS_HEADER', 'Manufacturers');
define('MANUFACTURER_INFO_HEADER', 'Manufacturer Info');
define('LINKS_HEADER', 'Links');
define('LANGUAGES_NEW_HEADER', 'Languages');
define('INFORMATION_HEADER', 'Information');
define('GOOGLE_ADSENSE_HEADER', 'Google Adsense');
define('CURRENT_AUCTIONS_BOX_HEADER', 'Current Auctions');
define('CURRENCIES_HEADER', 'Currencies');
define('CATEGORIES_HEADER', 'Categories');
define('BEST_SELLERS_HEADER', 'Best Sellers');
define('ACCOUNT_INFORMATION_HEADER', 'Account Information');
define('NEW_PRODUCTS_HEADER', '<center>New Products</center>');
define('BLANK_HEADER', '');
?>
Then, look for the words that you would like to change. So, for example, if I wanted to change where it says Categories on the side of my store to Shopping, I would look in this file and find the line that says:
define('CATEGORIES_HEADER', 'Categories');
I would change the last word in there to what I want it to say. It is important to keep the work within the apostrophes. Here is what I would end up with:
define('CATEGORIES_HEADER', 'Shopping');
Now, let's say I want to use an image instead. The area within the apostrophes is HTML compatible. So I can place a line of HTML inside of that to show an image. If you don't know HTML and you don't yet have an image uploaded, head over to the Image Manager link in the Design area of your admin. Scroll down to the bottom of the page and click on the Upload button. You will see an area to upload an image open up on the right side of the page. Then, head back over to your box_headers.php file. Add the following HTML to the area where you would like to replace a word with an image.
define('CATEGORIES_HEADER', '<img src="images/picture.gif">');
Of course, change picture.gif to the name of your uploaded picture.
Save the file and you are done.
If you have any questions about how to do this, please ask them in this thread.