@endianupdate: thanks for your useful post, but I don't want let the users know which gategories are blocked, but only network administrators. But, with the help of your work, now I know that /var/signatures/dansguardian/blacklists/<category>/domains contains blocked web site; so, to know which web site belong which category I only have to:
grep -R <web_site> /var/signatures/dansguardian/blacklists/*
Thanks man!