In the LR3 import dialog:
1. Select the source from the panel on the left.
2. Select your preference of Copy, Copy as DNG, or Move from the top center toolbar.
3. In the File Renaming panel on the right, check Rename Files and choose your desired settings.
4. In the Destination panel on the right, select "Into One Folder" from the Organize pop-up.
5. Navigate to the cats folder in the tree.
6. Press Import (lower right)
If you're creating the "cats" folder for the first time with this import, then check the "Into Subfolder" box in the Destination panel, and specify Cats. Then, in the destination tree, select the folder where you want the Cats folder to be created inside.