Another good quote from Ratzinger's Salt of the Earth, page 29:
Question: Is the Catholic happier than others?
Answer: * * * We [normal humans] would say that the happy man is the one who has sufficient possessions. Who has the means to be able to shape a nice life for himself. We would say that someone who is cheerful and who succeeds at everything in life is happy. He says: Blessed are those who mourn. This means, in other words, that his doctrine of happiness is very paradoxical, at least compared with what we understand by that term. It is not happiness in the sense of comfort. In this respect, one can grasp quite well what conversion means. One must relinquish the customary criteria -- 'happiness is wealth, possession, power.' For precisely when one makes these things the measure, one is on the wrong path. So Catholics are not promised an 'exterior' happiness, but rather a deep interior security [Geborgensein] through communion with the Lord.