[CentOS] Gpg-agent will not start

I'm beginning to wonder whether I'm missing a package here, as no matter what 
I do I get the message that gpg-agent is not running and I should remove 
reference to it in the config or fix it.  Here's what I seem to have:

Installed Packages
libgpg-error.i386                        1.4-2                  installed
Available Packages
gpgme.i386                               1.0.3-1.el5.rf         rpmforge
gpgme-devel.i386                         1.0.3-1.el5.rf         rpmforge
gpgme03.i386                             0.3.16-1.el5.rf        rpmforge
gpgme03-devel.i386                       0.3.16-1.el5.rf        rpmforge
libgpg-error-devel.i386                  1.4-2                  base
perl-Crypt-GPG.noarch                    1.63-1.el5.rf          rpmforge
perl-Mail-GPG.noarch                     1.0.6-1.el5.rf         rpmforge

Now I realise that /usr/bin/gpg-agent does not exist.  There are just

gpg
gpg-error
gpgsplit
gpgv
gpg-zip
kgpg

Package gnupg - 1.4.5-13.i386 is already installed.
Package pinentry - 0.7.2-1.el5.rf.i386 is already installed.

What am I missing?

Anne