Show header category as sub to another header category

[HenrikHansen]

How do I show "header categories" as subcategories to another header category in the links directory?

It works fine in my forum displays, but in links
it shows the two header categories below each other, when I set the Depth of Directories on Index: 2 (not displaying which is header)

Fx with Depth of Direcotories: 2 it shows

Main Header Category
Second Header Category

and I would like it to be:

Main Header Category
- Second Header Category

I can only make it get this structure if second is not header, i.e.

Main Header Category
- Second Category

How can I show the bold structure?

[Brian]

Sorry, but currently header categories can only be displayed in that format.