By default, the MarkCategories property is False. 

The following sample shows how to split the categories using the MarkLineColor and MarkCategories properties:

With PropertiesList1
    .BeginUpdate
        .HasGridLines = False
        .DescriptionVisible = False
        .ShowCategories = True
        .LinkCategories = False
        .MarkCategories = True
        .MarkLineColor = vbBlack
        ' Adds a category
        .Add "Appearance", "", ReadOnly
        ' Adds items to 'Appearance' category
        With .Add("Border", 0, EditEnum, , "Appearance")
            .AddValue 0, "0 - None"
            .AddValue 1, "1 - Fixed"
        End With
        .Add "Width", 64, Edit, , "Appearance"
        .Add "Height", 64, Edit, , "Appearance"
        .ExpandItem("Appearance") = True
        ' Adds a category
        .Add "Misc", "", ReadOnly
        ' Adds items to 'Misc' category
        .Add "ControlBox", True, EditBoolean, , "Misc"
        .Add "KeyPreview", False, EditBoolean, , "Misc"
        .Refresh
    .EndUpdate
End With