Hello.. "Christos"

I guess you can do it ...
Use the K2 content module to show your media files only from different categories... as Gallery

from: Module: K2 Content [mod_k2_content]
Go to "Basic Options"
Under: "Retrieve items from categories"
select: "Fetch only items with media"

publish your module and Save your work.
Tell me if it works fine. B)