One of my cats does this occasionally. I agree with Jen, its best to have them expressed at the vet unless they are constantly getting infected.
It is pretty rare in cats, but we do express them at our office. We have even taught people how to do it to their own dogs so they do not have to make a visit to the vet for this. Not many people go for that, but it is a money saver. Sometimes I think that if people would just grow up and get past the smell and do it themselves, then they wouldn't have to complain about spending money every few weeks to have it done.