Quite easy once you get used to it

Populate the Risks from a secondary data source select the field you want it
to import and then click filter in the bottom right hand corner.

Specify to only show the risks where the categroy of the secondary
datasource belonging to the risk matches the category selected in the main
datasource ie your form.  OK out of there and job done.  

One note if it is a drop down list in a repeating table then you will have
to use the current() function.  Look in this forum for info

This is what worked for me:
http://officeloc.iponet.net/en-us/assistance/HA011177131033.aspx