You didn't create the categories right.
First in your admin CP Go to Forums and then click add.
Put all your settings in like you would normally, but set to "act like forum?" to NO and allow posts in forum to NO.
It should now be a catergory, not all you need to do is set the forum parents of the others forums to that category. (Only the ones you want to be under 'sport' etc.)
Hope I helped.