I think the main problem is that members especially new members, are not aware which category they are posting.They click on any of the thread, then read the thread and at that point a new idea arise in them and they just click on 'New Thread' and post it.They are unaware of the category at that point, and the post come in the category in which the user was currently reading.

If it is possible, then i think there should be an option for selecting the category in any new thread we make.Just like we select category in Polls.So that a user don't have to go to a particular category and start a new thread like what it is now.
User will be able to select the category from any new post itself and thus they will be more aware on which category they have to post.

For now we can only advise the new members to Use the "Categories" tab and post a New Thread. :)

This is a very good advice. Posting at wrong forum is very inconvenient and of no use. The visitors click a forum in accordance with interest in the topic. If they find matter irrelevant to them, they will be disappointed.

I think all icon shows category so all memeber can not understand which icon is for which category show it should be modified .

all category should be come in combox for select like polls.