[ewill3rd]

NOx is Oxides of Nitrogen. Those are formed when combustion temps get too high, or a bit normally once the engine is at full operating temperature and under load.

Two things handle NOx. The EGR valve is number 1 and the Converters are the backup.
I don't even know if Catera has an EGR valve, I don't recall having ever seen one. Look at the emissions decal under the hood. At the top of the sticker there should be a list of items that the car has for emissions equipment. Like HO2S/ TWC/ EVAP/ and things like that. If you see EGR on there then it has a valve and you need to start your diagnosis there.
If it does not say EGR then it doesn't have one. If it doesn't have one then you have a couple of choices. The coolant temperature could be too high, this should be easy to figure out. Look for things like leaks or improperly functioning components in the cooling system. Otherwise that car uses what we call a "dual bed" converter. TWC means three way catalyst which identifies it's ability to handle the 3 gases. The components that control HC and CO are too different from the NOx portion so usually there are two strata components in the cat to handle all 3.
The NOx control portion of the cats can be wasted. Sadly you won't know which one is failing, I believe that has 2 cats on it but they go in to a single pipe.

Anyway, that is just to get you started, look it over and post up what you find. If I get a chance I'll do some follow up with you to point you in the right direction.