Comentário oficial
@Dom > The picture you attached shows the Category Filter. Those genres on the left side are simply a list compiled of all the genres that your tracks are tagged with.
For example...
Let's say your entire library only has 10 tracks in it. If 5 of those tracks are tagged with the HOUSE genre, 2 of them are tagged with ELECTRO, and 3 of them are tagged with TECHNO, the category filter would show you 3 genres. House, Electro and Techno.
I hope this helps.
@JP > Actually, what you're referring to is the Track Filter. The My Tag configuration window is not show in his picture.

