Try using the "Terms List" block. Then select your GeoDirectory category taxonomy. It will display the category items in a vertical list, but you can use some CSS to make it display horizontally.
I would suggest adding your own custom CSS class to the "Terms List" block in the "Additional CSS class(es)" box, so it's easier to target with CSS.
Here's an example of how to make a HTML list display horizontally, instead of vertically. You should be able to adjust the CSS to target the GeoDirectory HTML:
CSS
#menu ul{
list-style: none;
}
#menu li{
display: inline;
}
HTML
<div id="menu">
<ul>
<li>Category 1</li>
<li>Category 2</li>
<li>Category 3</li>
</ul>
</div>
Result
Category 1 Category 2 Category 3