Tuxedo Message Catalogs Error

I was playing around with getting the PeopleTools client (application designer, configuration manager, data mover etc) when I tried logging in through the application server and received the follow error: (I've dummied values to protect the innocent :)

Could not connect to application server YOUR_PS_DB (//appserver.example.com:7000). 
Make sure the Tuxedo message catalogs (CMDTUX_CAT, etc.) are in C:\ORACLE\PEOPLESOFT\Tuxedo. 
Contact your system administrator or check the Tuxedo log for more information.

I love how they still tell you to contact your system administrator...

Anyway, this message tells you exactly what is wrong - you don't have the tuxedo folder where it is trying to find it - in this example C:\ORACLE\PEOPLESOFT. So copy the tuxedo folder including the subfolders locale and udataobj.

If you are missing the udataobj folder you will get the following message:

Could not connect to application server YOUR_PS_DB. 
Make sure the PeopleTools authentication server (PSAUTH) is booted