Kipluck
It's called kneading and is pretty common. It's not CERTAIN why some cats do it, but it seems to be affectionate and they think it is just a left over nursing behavior. (kittens would do it to mama's teats to make them easier to latch onto) Sort of like the cat saying you are their mama.
smile This pretty much sums it up.
4laugh And purring is usually an expression of pleasure.
(They can also purr while they're scared. But I doubt that's the problem here)