You have to remove all parts of your character (mesh) from the Extra Parts list of your CAT rig. Select the CATParent, go to Modify Panel, press "Add Rigging", and remove all items from the list. After that, you will be able to delete your CAT rig without your mesh being deleted. Reason for this is as long as your mesh is part of the Extra Parts list and so part of the CAT rig, it will save and load with the CAT RG3 format.
My CAT demoreel:
http://www.youtube.com/watch?v=Gfq-4VoeAPU