I had this same issue when I first installed Centos. Most likely your proxy server isn't correct. -- or try updating yum.
Also - NetworkManager is most likely what is causing your resolv.conf to reset.
May need to switch to network
# chkconfig --list |grep -i etw
to see which network program you are using
Set the DNS in the IP V4 Tab for the connection in Network Manager:
Network Manager has control of etc/resolv.conf
Using Network Manager just select the IPv4 tab and set it to (dhcp addresses only).
The DNS entries can be set here and they will not be reset.
If you want to use that DNS all the time then set it in the router.
You can forgo what I just mentioned.