Sort leads by category ?

Sort leads by category ?

I've been trying to find the answer to this for an hour.  I"m sure its something simple I'm looking over but I simply can't find it.  I want to be able to assign my leads to a category (ie. IT COO's; Medical CEO's, etc etc) so I can easily see leads in these categories.  I simply can't figure out how to do it.  Can anyone help me out ?