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As the topic says... it'd be nice if you could select just the Categories you want to show up in the list.
It'd also be nice if you could weight the box and have it show up above the Category lists instead of being so far down the page.
The sort order could be changed in the config: http://vanillaforums.org/discussion/24995/tutorial-how-to-change-the-order-of-modules-and-menu-items