Please have a look at this screen shot..

I read online that could do this..
There are two tables where WP stores the relationships of categories to posts. These are “wp_term_relationships” and “wp_term_taxonomy”. You can find the ID of the “uncategorized” (probably “1”) in the table “wp_terms”. Then you need only a “delete from ‘wp_term_relationships’ where ‘term_taxonomy_id’=ID_YOU_FOUND” and than “delete from ‘wp_term_taxonomy’ where ‘term_taxonomy_id’=ID_YOU_FOUND”.
But I hope there’s a better way.
Please advise on this.
PS: Thanks for the great search plugin.