It is now finally possible to properly handle custom catalogs in the Download Extra Data tool.
If any downloaded file has a filename matching *.cat, it will attempt to import it as a custom catalog.

You can try it out immediately, because I recently (finally) added Carl Knight's contribution of the Abell Planetary Nebula catalog to the download tool.

When you install the catalog using Ctrl+D, it will start displaying the PN immediately, you can search for them in the Find tool, and the catalog will appear in the Catalogs tab of the config tool.
Hooray.

Will backport to 4.1.If you're using < KDE 4.1.x (where x>0), you'll have to add the catalog manually after installing the file, using the "Load Catalog" button in the Config tool, and pointing it to $KDEHOME/share/apps/kstars/catalogname.cat.