One of the many challenges of using a prepackaged CMS.
The way that I would approach this is to have the category selection trigger the registration form. Of course this would mean that each category would have it own mailing list and if you wanted to send a newsletter to all the registrants you would have to merge all the separate mailing lists.
The best way would be to go into the Wordpress database structure and modify the database to trigger separate mailing lists based on the user registration and the category they select when they register. This way you only have on mailing list but in that list is a category selection that the user makes upon registration. DO NOT attempt this unless you are very familiar with PHP and the WordPress data normalization structure. You can mess up your entire site by playing with the database structure in WordPress if you are not familiar with what you are doing.
I would rethink this process. Why would you limit your users to one category. What if they wanted 2 of 6 categories, or 3 of 8 categories, or 7 of 8 categories. By making this a select section you are creating a lot of work for yourself and your users.
Is your WordPress Blog on one niche? Do you really think that your users would be interested in only one area? Think it through it may not be worth all the extra trouble making that an option. Unless you have a large staff Publish a single newsletter to all your members.
The added complexity may be a turn off to your users. Think it through as if you were a user and approach it without any preconceived notions and you may be surprised what you determine.
