We always put a couple of bells on the bottom of the tree. Because they are shiny and round, the cats always go for them first. This alerts us and we can verbally berate them for messing with the tree. This works most of the time to keep them in check. Even when I'm upstairs and I hear the bells I call down: "I know what you are doing" and they slink off. Sometimes they just ignore me and play with the tree anyways, which is fine because the bottom row is all plastic balls they can play with as much as they like.
I remember the first time one of our cats saw a Christmas tree, when he was a little kitten. I turned around for 10 secs, looked back and he was sitting proud on top of the tree. I laughed my ass off, until he realized he had no real way of getting down. So I laughed some more and fetched him off the tree. Good to get it out of the system I think, because he didn't try that again.