Bengal, the catheter is put in after the epidural/spinal is in place. You won't feel anything. It is removed once you can get up and move around (that was relatively painless). In my case this was the next morning, so it was only in for about 6-8 hours total.

Just a word of warning, I found that I was quite prone to UTIs for a good few weeks after the catheter. I have heard of others having the same issue, so maybe stock up on the cranberry juice before you go in!