Multiple Categories Confusion

I am having trouble understanding how to add multiple categories to a single product.

The features list on the Webassist site which promotes this product says specifically:

Categorize your products
Allows for multiple categories and subcategories - New!
Products can added to multiple categories <----

I have scoured the forums and found only posts that say you have to add duplicate products to different categories to accomplish this. What confuses me is if you are in the admin inserting or updating a product you can hold shift and select more than one product as long as they are inline and it will certainly add that product to all the categories you select (as long as they are right above or below one another) If the system DOES have the ability to apply multiple categories to a single product then why isn't there a way to select the category at the top of the list and then another one at the bottom of the list when updating or inserting. Or at least another way of inserting multiple products into the recordset. Am I totally missing something?

Please let me know if there is a way to add multiple categories to a single product in PS3 as it states there is in the sales documentation. Duplicate product entries is simply not acceptable for obvious reasons.

A tutorial on how to add this functionality for those who subscribe to all your extensions and have Dreamweaver would be wonderful.