I upgraded to Version 7, and now my Emails and Categories are no longer linked. Please help!

Because of my work, I create a Category for each particular project I am working on and link each email to a category accordingly.

I have just upgraded to Version 7, Did File->Import from Version 6, and although the categories appear, all my emails are no longer linked to a particular category.

Please help… Have the links been lost?.. is there a way of re-linking from version 6?

Go to  File, Import - will ask if you want to import from version 6