ESRI drives me fookin' crazy. The style their documentation's written in always assumes you know what you're doing before reading the freakin' docs, which is, of course, absolutely bassackwards.

Case in point. Take the infamous phrase use categories to add that they like to use in their sample projects. For a relative ArcObjects newbie, that means you're looking through the Tools-Customizations menu's dialog from ArcMap and looking at the Command tab's Categories listbox. Naturally there's nothing to find here.

Categories refers to what's described here:

Register the dll on your machine. Use Categories.exe (found under the ArcInfo bin directory) to add the dll the appropriate component categories. Add the TraceResultsWin class to 'ESRI Mx Dockable Windows' and TraceResultsCmd class to 'ESRI Mx Commands'.

Freakin ESRI. Of course "categories" refers to an exe. Argh.