You are unable to apply the Host Categorization database although you have a Host Categorization account (username and password).
Ensure that your SSLVA has a valid Host Categorization license. This can be done by going to the "Hostname of your appliance" > License which is at the upper right corner of web interface, next to your login ID.
If the Host Categorization license is valid, verify that the username, password, and other settings Policies menu > Host Categorization List > Host Categorization Settings are correct. If the problem persists, a case should be opened with Blue Coat for further investigation.