http://www.drgeep.com/p5/hr/hr.htm

There's this tutorial that was for P5 by DrGeep, it probably pertains to the later versions too.

Also, LittleDragon has a freebie tail that uses dynamic hair for fur, it may be worth having a look at that and seeing how that is set up and trying to apply it to a full cat.

http://littledragon.francemi.net/starfox_01.htm