Custom Permalinks

Hello, is there a way to change my permalink?
I found an plugin “Custom Permalink” but it seem that when I put in the link, it goes http://chiuy.netcategories/photography
etc…
Which should be http://Chiuy.net/categories/photography.

Also, is there an another way to change the permalink?
For example, I put http://Chiuy.net/Photography
then under a drop down list, menu.
http://Chiuy.net/Photography/Gallery

But I want the link to be http://Chiuy.net/Gallery
Is there any way to redirect? Make your own customize link?

How do I change the linkpermalink?
Is there a way?
Please tell me.

I’ve also tried an HTML code on the title, but I really hate it how there’s like a little icon that show above the menu. Really annoying. Is there an way to eliminate that too? Or no?

Thanks.