The pronunciations are approximate, incidentally. In the singular cat, both the c and the t are broad consonants (rough equivalent, hard consonants in English). Broad is pronounced against the teeth if possible, so "T" takes a "th" sound. With cait, the c remains broad but the t becomes slender (soft consonants in English), and is therefore pronounced with the tongue against the back gums, so that it makes a sort of ch sound. (as a side note, if c were slender, it would sound like a kyuh, with the yuh being very slight.)