This sounds like a parasite sometimes called wolves or warbles which is a fly larva called cuterebra or bot fly. Normally these parasites infect rodents such as rabbits and squirrels.
Do not try to pull the larva out as if you crush it there can be a really toxic reaction under the skin that can impact the cat.
You will need to have your vet remove it.
You can read about this here
http://www.peteducation.com/article.cfm?cls=0&cat=1540&articleid=3327
Hope this helps you!
Edited by NHolmes on September 2 2006 at 6:45pm
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