With Xcode 4, if you include the library project into your app project, then you can add this to the Other Linker Flags:
-force_load $(BUILT_PRODUCTS_DIR)/<library_name.a>
You still need the dependency, and you need to add the library in the Link Phase list of frameworks and libraries too.
EDIT: Apple now says as of some Xcode 4 release that you can simply use this linker flag: “-ObjC” to get libraries with categories to properly load. That flag is working just fine for me in Xcode 5. People are still up voting this answer, but I suspect that the -ObjC flag is the best solution now.