There are tons of Snort install write-ups. Though most probably don't address installing on CentOS, CentOS is very similar to RH and Fedora. I recommend following documentation for RH/Fedora. That, or explain in detail your issues so that we know how to assist you.
Also, note that Snort and Shorewall are in no way naturally correlated, so I'm a bit lost on why you mention both. I'm thinking you've only an issue with Snort itself. The only time you may have an issue with both is if you're having Snort log to a remote database, which would require poking a hole in your firewall to allow the snort logs to the remote dbase.
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