As the Catalyst Manual says:
One of the frequent problems reported by new users of Catalyst is that it can be extremely time-consuming and difficult to install.
It does go on to explain why though.
It points to instructions at http://catalyst.infogami.com/install/windows which in turn points to repositories that don't exist any more. However one does, so I start PPM, tell it about the Theoryx5 repository, install it, and go home. More tomorrow...