This is a known issue. Due to the way Categories are implemented in
Sitefinity and the inability of Nolics to emit "or" clauses, it is not
achievable. In order to do this, we will have to do a major (and
incompatible with previous versions) rewrite of categories.
Since we are doing a major rewrite for 4.0, this issue will be left as
it is until then. Besides, we are planning on a lot more flexible data
categorizing schema (taxonomies).
I am sorry for the inconvenience this will cause you.
the Telerik team