URL rewriting

how can i get the urls to change to the category ie..

we have 4 different blogs..

blog
newsletter
events
Press releases

so if i go to

http://www.site.com/blog/1st-blog-post

then i click on categories and select a post from the newsletter category i would like the url to look like....

http://www.site.com/newsletter/1st-newsletter-post

but atm it's showing as...

http://www.site.com/blog/1st-newsletter-post

many thanks