Import from Sermon Speaker for Joomla 2.5

5.3.0.

I have just reinstalled it again and tried to do to link the new categories again but still getting the same error.

For the export/import you need to use the exact same version of SermonSpeaker in both the old and new installation. After the importing is done, you can update to the latest version.
Otherwise the database schemas don't match and you get exactly the errors you see.

Yeah, I had the same ones installed on both, then after I imported the tables I installed 5.3.0 on top. :S

Did I need to do the category stuff BEFORE updating to the latest version?

It doesn't matter if you do the category stuff before or after updating.
It's just important that after you imported the tables you install the same version again. From there you can then use the Joomla Updater to get the latest releases.

i'm pretty sure i did that, but will try again!

Try uninstalling it first to have a clean start again.
Joomla caches the version of the latest SQL file it applied for a component. If you had a higher version installed and install a lower one afterwards (downgrade), then it messes up the database schema methods.