When I go to News Categories in the Admin CP and I click on delete, the page refreshes and nothing gets deleted. In other words, in RC2 it's impossible to delete news categories. You might wanna fix that before the final version gets released :)
Apperently I wasn't able to remove the categories because they had news-items in them. In other words, once you decide to delete a categorie, you have to find ALL newsmessages ever posted in it and delete them manually. I think that PHPFusion should move the news-items to uncategorized newsmessages once the admin deletes the category.