When failure times are observed, additional information concerning the type of failure is often recorded. A method which simultaneously models the failure times and additional information in the form of ordinal categories is discussed. An application to clinical trial data, in which the failure times are times of onset of headache, and the headaches are classified into the ordinal categories mild, moderate and severe, illustrates how this method may be used and how the final model can be interpreted. The continuation ratio model, which is used in this method, is described in detail.