Hi,
In the category selection, there is some checkboxes.
You have to check the wanted checkboxes and click to "OK".
If you change the category or click on the "green arrow" (which allow to enter in the category and so, change the screen), all selected checkboxes would be unchecked.
The popup "Please make a selection from the list" appears when there is no selection.
If you want to select several categories, the best is to select "All sub elements" in the filters (at the top right of the screen).
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.