I do not use Centos and until you get a better reply it looks like you need to install the
kernel headers packages and dependencies...or the bigger download of the kernel-src package for your kernel
2) open a shell and try command
to get your kernel version number then use your package manager to grab the kernel headers package....and if that fails then grab the kernel source package.....for that particular kernel.
3) Be aware you may have a number of kernels installed....so boot up the one that you are actually needing to use when running win4lin.