yes this is possible. Namely, in Sitefinity 3.6 we have released Categories Tree control, which is based on RadTreeView control. You can style the control to have little folder icons, like in this sample (http://demos.telerik.com/aspnet-ajax/treeview/examples/functionality/contextmenu/defaultcs.aspx
). Apart from styling, the Categories Tree control will display filter the ContentView (ContentView, NewsView, EventsView, BlogPosts, Image Gallery) based control out of the box, as you would expect. Just make sure that the CategoryKeyId properties on both controls (e.g. Category Tree and Image Gallery) match - like "ImageCat". The CategoryKeyId basically connects two controls (because, in theory, you could have 2 Category Tree controls one for BlogPosts and one for EventsView so there has to be a way to determine which control filters which control).
I hope you'll find this information helpful. Let us know if there is anything else we can do for you.
the Telerik team