Don't spray your pet, don't spray around your pet, don't light scented candles, don't cook meals in your house, and don't have fragrant plants in your house.
Seriously, while I think it may be a bit over-the-top to spray your animal with perfume, it is not likely harming them unless they have an alergic reaction to the scent. As with humans, olfactory fatigue ensures that "background" smells aren't constantly at the forefront of consciousness, and are unlike to distract your animal for long. Anyone who's ever worked on a cow farm knows how awful cow manure smells, but also knows that after a few minutes, you don't really notice it.
Still, I personally would never spray my dog or cats, but I don't think you're harming them in any way (again, as long as they are not allergic to it) by doing so. They do make something called "Oh My Dog!" and "Oh My Cat!" fragrances specifically for those animals, so you may want to look into that (although I think it would have been more clever if it were "Eau My Dog!" instead).
And just for the record- my cousin once sprayed his dog with cologne because he said he smelled bad. My aunt got mad, citing that animals' noses are sensitive and that he was harming them. My aunt also smokes 2 packs of cigarettes a day in the house. Tell me what's worse?