In this paper we introduce a new alignment-free method for comparing sequences which is combinatorial by nature and does not use any compressor nor any information-theoretic notion. Such a method is based on an extension of the Burrows-Wheeler Transform, a transformation widely used in the context of Data Compression. The new extended transformation takes as input a multiset of sequences and produces as output a string obtained by a suitable rearrangement of the characters of all the input sequences. By using such a transformation we give a general method for comparing sequences that takes into account how much the characters coming from the different input sequences are mixed in the output string. Such a method is tested on a real data set for the whole mitochondrial genome phylogeny problem. However, the goal of this paper is to introduce a new and general methodology for automatic categorization of sequences.