We know that pets are beneficial to our health -- they can lower a person's blood pressure, cholesterol and triglyceride levels, and provide opportunities for exercise and socialization.

In some cases, the source of the benefits is obvious. You walk a dog for 2 miles; you'll be in better shape. But some of the reported benefits are baffling.

A 10-year study at the University of Minnesota Stroke Center found that cat owners were 40 percent less likely to have heart attacks than non-cat owners.

Could a cat's purr be the reason?

"Cats will purr when they're content, but also they'll purr when they're about to be euthanized. It's thought they purr to communicate with their kittens," says author and animal behavior consultant Steve Dale. "It's thought to be a calming mechanism.

"If that's the case ... maybe they calm themselves or other cats, but maybe there's a fallout and there's another mammal species, us, that's impacted."

In another study, conducted at Kean University in New Jersey, subjects watched a "Lassie" movie. Their levels of cortisol -- a chemical associated with stress -- were checked before and after the film, and showed a decline after the movie.

This animal connection, Dale explained, "alters our neurochemistry. Not just the physiology, the blood pressure change, which is significant, but also the neurochemistry. The scientists are discovering there really is a difference here."