list of pages and categories

I've a question. My wordpress theme, prints a list of pages in <ul> tag. My pages name:

page1, page2, page3

OK ... Now can I prints my categories names inside the pages list? for example:

<ul><li>page1</li><li>page2</li><li>category1&开发者_如何学编程lt;li><li>page3</li></ul>

If I can, how I can?

Thanks a lot ...

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If you user Wordpress 3.0, use the Custom Menu under Appereance -> Menus.

It let you build a menu with pages, categories, links !