Multiple cut-off points in ROC? Possible?

[omeromano]

I'm looking at continuous data and would like to use ROC to arrive at multiple cut-off points to subcategorize a disease entity.

Example: I have a list of waist circumference measurements and I would like to find out the range (cut-off points) of measurements that corresponds to a certain defined weight class, ie, Thin, Normal, Fat. I would like to arrive at something like 20-24 (Thin), 25-30 (Normal), >30 (Fat).

Is it possible to do this? How do I go about it?

Any advise is highly appreciated.