Try it like this:
SELECT ID, LMH FROM (
SELECT ID, SUM(ROUND(REVENUE)) as Total_Rev, 'LOW' as LMH
FROM REVENUE
GROUP BY ID
HAVING Total_Rev > 0 AND Total_Rev <= 5
UNION ALL
SELECT ID, SUM(ROUND(REVENUE)) as Total_Rev, 'Med' as LMH
FROM REVENUE
GROUP BY ID
HAVING Total_Rev > 5 AND Total_Rev <= 20
UNION ALL
SELECT ID, SUM(ROUND(REVENUE)) as Total_Rev, 'High' as LMH
FROM REVENUE
GROUP BY ID
HAVING Total_Rev > 20) as subquery
ORDER BY ID
I think there could be more elegant ways to do the same, but my statement should work too =)