How to display category link layout question?

Question

I was wondering how would I be able to display my categories in steps 2 - 4 when I click a link so that all the parent and sub categories are displayed like in steps 2 - 4?

All my parent and sub categoris should take me to another page.

I genereate all my links using PHP.

I use PHP, CSS, xHTML and JQuery.

Step 1

Arts & Humanities
Autos
Business
Computers & Technology
Creative Writing
Education
Entertainment

Step 2

Arts & Humanities
Autos
Business
Computers & Technology
    Internet
    Computers & Technology (Other)
Creative Writing
Education
Entertainment

Step 3

Arts & Humanities
Autos
Business
Computers & Technology
    Internet
        Internet Security & Safety
        Internet (Other)
    Computers & Technology (Other)
Creative Writing
Education
Entertainment

Step 4

Arts & Humanities
Autos
Business
Computers & Technology
    Internet
        Internet Security & Safety
            Identity Theft & Internet Scams
            Internet Security & Safety (Other)
        Internet (Other)
    Computers & Technology (Other)
Creative Writing
Education
Entertainment