Using DISTINCT for some but not others in 1 query

I feel really stupid.

That doesn't happen too often..

but I feel really stupid.

SQL is completely kicking my face in right now.
So to get on with my question... (I'm kinda new to all this)

I have a gigundormous databse. I understand that if I do something like "SELECT DISTINCT CATAGORY_NAME PRODUCT_NAME" that it will not work, because although there are duplicats in CATAGORY_NAME, obviously the PRODUCT_NAME's are all going to be unique, therefore it will retrive DISTINCT for neither. This being true, I need someway to select CATAGORY_NAME distinctly, and also SELECT PRODUCT_NAME. Why not use two different queries? Good question, the reason is because I need to <cfoutput query=""> to get that loop effect going.. and if I can only output one query at a time (CF doesn't support nested queries, or atleast that's what it told me when I tried to do it) then I need to find another way to do it.

If it'll help, instead of telling you I need to do this selecting, I'll simply tell you what I'm trying to do and see if you can help me there (if not, the answer to the first question would be just STUPENDIOUS!).

I have a ginormous table. (important) Fields include "CatName" "Brand" and "ProductName". I need to be able to display it something like the following:

--CatName1---- --CatName2---- --CatName3----
---product 1--- ---product 1--- ---product 1---
---product 2--- ---product 2--- ---product 2---
---product 3--- ---product 3--- ---product 3---
---product 4--- ---product 4--- ---product 4---
---product 5--- ---product 5--- ---product 5---
-click for more- -click for more- -click for more-

I have the formatting for the table worked out. Basically it puts a <tr> when currentrow mod 4 eq 1 and it puts a </tr> when currentrow mod 4 eq 0. In other words, it gives me 4 CatNames per row. I'm sure you can see where I'm running into a problem. Since there are only about 40 catagories and 3500 products, if the CatName is not unique, I'm going to get 3500 listings. But if I don't ALSO select the ProductName in this same query, it's not going to loop, and only the first set of 40 catagories is going to have products listed under it.

The 2nd problem I'm having is how to get the first 5 products (alphebetically) under each CatName to display, although I figure I'll try this problem when I come to it. I was thinking a GROUP BY CatName ORDER BY ProductName and then do a little ditty to just pull the first 5.

Anyway, any light on any of these subjects would be wonderful. I think I'm way over my head I love you guys!