[oXygen-user] using catalogs

I'm trying to use Oxygen to edit the set of XML-based config files 
that come with the Shibboleth package. The package is typically 
installed on linux, as a plugin into a web server such as apache. The 
package comes with a set of .xsd files, and an accompanying set of 
xml catalog files. Here's what a typical supplied catalog file looks 
like:

<?xml version="1.0" encoding="UTF-8"?>
<catalog xmlns="urn:oasis:names:tc:entity:xmlns:xml:catalog">
     <system systemId="urn:oasis:names:tc:SAML:1.0:assertion" 
uri="/opt/local/shibboleth-sp/share/xml/opensaml/cs-sstc-schema-assertion-1.1.xsd"/>
     <system systemId="urn:oasis:names:tc:SAML:1.0:protocol" 
uri="/opt/local/shibboleth-sp/share/xml/opensaml/cs-sstc-schema-protocol-1.1.xsd"/>
</catalog>

I've tried the following steps:

-- downloaded all of the xsd and catalog files to my desktop Mac
-- edited the catalog files, changing the file system path in all the 
uri attributes
- launched Oxygen, went to Preferences/XML Catalog, and added the 
five catalog files that come with the package.
- quit Oxygen, re-launched (to have the new Preferences take effect)
-- open a Shibboleth xml file, and attempt to validate it

I'm presented with an error -- "There is no schema or DTD associated 
with the document. You can create an association either with the 
Associate Schema action or from the Options men 
Preferences/Editor/Default Schema Association."

does anyone have a suggestion on a way to get validation to work, 
using catalog files? Rather than adding everything to the Default 
Schema Association?