The reason they do this is because they are bored and you need to keep them entertained, especially when they are in the house and one way to do that is to check out a web site called mycatsheaven.com.
They sell pretty much everything you could need to help keep your cat away from destroying your home.
One item that caught my eye was something called a cat tree. Have you ever seen one of those shoe tree things? Well it is a little bit like that (no, you do not hang the cats off them!) It has platforms where your cat can sit or sleep, especially handy if you have a dog!