I have a configurable product which has a number of associated products, each of these is a simple product and determines the size of the product.
I want to add a number of the simple products to a new category "Sale", but this doesn't work unless I set the main configurable product as Sale too. But if I do that then all the sizes appears in the Sale category.
How can I make only specific sizes appear in the new Sale category?
I guess you're trying to promote those simple products in a special way, right? Maybe an product attribute would suit your need better.
However, if you have configured your simple products to not appear as single products in catalog, they will not do this of course. If you set your configurable products to the new category Sale it doesn't matter what the simple products have been assigned to, they will always appear.
What might help you, is to copy your configurable product, attach that one to Sale an associate only the simple products that should appear under sale.