Hmmmmm.
I suppose I missed an important step somewhere then.

I just ran The Mapping Manager and these are the results:
Generated Category URI Mappings

Num Category Mappings Generated: 0

Num Category Mappings Unchanged: 288
Generated Product URI Mappings

Num Product Mappings Generated: 0

Num Product Mappings Unchanged: 4425

Num Product Mappings Failed: 239
I clicked on the Categories/Products URI Tab, then on the Create/Manage URI's on the right side of the page for Categories/Products URI Mappings. Shouldn't this map everything in the categories and all of the associated Sub-Cat's and their products?