Get categories names as an array to use it in theme settings

Thanks Michael for the tip. I finally got it. The solution is as follows:

$options[] = array(
    "section" => "zzz",  
    "id"      => HS_SHORTNAME . "_multicheckbox_inputs",  
    "title"   => __( 'Multi-Checkbox', 'hs_textdomain' ),  
    "desc"    => __( 'Some Description', 'hs_textdomain' ),  
    "type"    => "multi-checkbox",  
    "std"     => '',  
    "choices" => my_list_cats()
);

And in functions.php:

function my_list_cats() {
  $cats = get_categories();
  foreach($cats as $cat) {
      $catsArray[] = __('' . $cat->cat_name . '','hs_textdomain') . "|" . $cat->category_nicename . "";
  }
  return $catsArray;
}

Thanks again!