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According to the Catechism, the Catholic Church professes to be the “sole Church of Christ”, which is described in the Nicene Creed as the One, Holy, Catholic, and Apostolic Church.[2] The church teaches that its founder is Jesus Christ, who appointed the twelve Apostles to continue his work as the Church’s earliest bishops.[3] Catholic belief holds that the Church “is the continuing presence of Jesus on earth”,[4] and that all duly consecrated bishops have a lineal succession from the apostles.[5] In particular, the Bishop of Rome (the Pope), is considered the successor to the apostle Simon Peter, from whom the Pope derives his supremacy over the Church.[6] The Church is further described in the papal encyclical Mystici Corporis Christi as the Mystical Body of Christ.[7] Thus, the Catholic Church holds that “the one Church of Christ which in the Creed is professed as one, holy, catholic and apostolic ... This Church constituted and organized in the world as a society, subsists in the Catholic Church, which is governed by the successor of Peter and by the Bishops in communion with him.”[8] Furthermore, the Church holds that “The Catholic Church alone... is the font of truth, this is the house of faith, this is the temple of God; if any man enter not here, or if any man go forth from it, he is a stranger to the hope of life and salvation….Furthermore, in this one Church of Christ, no man can be or remain who does not accept, recognize and obey the authority and supremacy of Peter and his legitimate successors.’[9]

The Church teaches that the fullness of the “means of salvation” exists only in the Catholic Church, but the Church acknowledges that the Holy Spirit can make use of Christian communities separated from itself to “impel towards Catholic unity” and thus bring people to salvation in the Catholic Church ultimately. It teaches that anyone who is saved is saved through the Catholic Church but that people can be saved ex voto and by pre-baptismal martyrdom as well as when conditions of invincible ignorance are present,[10] although invincible ignorance in itself is not a means of salvation.

You can read more about other religions feelings of superiority here:

http://en.wikipedia.org/wiki/One_true_church