$sor = mysql_fetch_assoc(mysql_query("SELECT oyunkategori FROM oyunkategori ORDER BY katadi ASC"));

while (! empty($sor)) {

$oyunsor = mysql_fetch_assoc(mysql_query("SELECT * FROM oyunlar WHERE katid='".$sor["katid"]."' ORDER By id DESC LIMIT 0,5"));

echo "<div class=\"oyunlist\">
<h2>".$sor["katadi"]."</h2>
<ul>
<li>".$oyunsor["oyunadi"]."</li>
</ul>
</div>";

}