We have two cats, and two small dogs (Jack Russell x Pappilon, and a Yorkshire Terrier x Miniature Foxy).
We had the cats for a year or so before we got the Jack X. They had their differences, but are good now. So much so, when we got the Yorky X a few years later (about 1.5yr ago) they just looked at him, then at us and stalked off - as though laughing at the size of him!
We now have the only cats in the neighbourhood who, when we walk down the street heading home after a walk with the dogs, run up to us and head butt the dogs affecionately (sp?). They kinda play together now...kinda - dogs are a bit pushy.
If you don't push them, and reprimand the dog if he tries to go for them, (and..if your cats are being nasty - them too!), he'll learn not to bother them so much, and they'll get on famously.