Nope, they're two different things.
The catalytic converter at the front end of the exhaust converts (apparently, in a Jeremy Clarkson style voice) harmful chemicals like carbon monoxide into carbon dioxide.
The DPF (Diesel Particulate Filter) as far as I'm aware is mounted in the backbox, and just sits there collecting up all the black soot until it goes through a regeneration cycle and burns it all off. So it's main function is just to reduce soot/black smoke.
Thankfully, the Mk4s weren't built with DPFs, so we'll leave the Mk5 boys to worry about that.
As you've probably guessed I'm not keen on the DPFs, I've heard too many horror stories about them on various cars. Thankfully they can be deleted.