There's not a built-in feature to disable multiple categories.
You could limit the number of checkboxes checkable on the Add Entry page in the control panel, but since you're using WLW, that wouldn't help.
You could try changing those "Yes" capability values to "No". I'm not sure what effect that would have. I think "Categories" and "Multiple Categories" are just properties that WLW exposes, and BE is just
If you change Yes to No, you might need to re-add the blog as a new account in WLW for the capabilities you changed to go into effect.
Another option would be to create a BE Extension that would look to see if a Post being saved is being saved with more than one category. If so, it could remove the extra categories so only 1 remains. The extension would fire regardless if the
person is adding the Post in the control panel, or thru WLW.