Sideboxes can be loaded on specific pages, see: http://www.zen-cart.com/content.php?...ll-other-pages

So you might be able to create a bunch of different sideboxes for specific categories and products. The above tutorial is asking "if this is home page", there are threads in this forum for "if this is category 5", "if this is product 10", "if this product is in category 5" etc.

That's quite a laborious method for something relatively simple though. An alternative would be to have a large category sidebox with clear dividers -- there are mods for sorting and styling a category sidebox, or you could create your own.