When adding/editing an Action, you can easily create a new category.

1. Open the Add Action window (Cosmos > MENU > Add Action).
2. Click on the plus next to the Category buttons
3. This brings up a window for you to enter a new category name.
   You can also specify if you want it to live under an existing category or not.
4. When done, click the “Add” button and save your Action.
   (Note that the category won’t actually be created before you are saving your Action into it).