The following errata for CentOS-2 have been built and uploaded to the centos mirror:
RHSA-2005:535-04 Moderate: sudo security update
Files available: sudo-1.6.5p2-1.7x.2.i386.rpm
More details are available from the RedHat web site at https://rhn.redhat.com/errata/rh21as-errata.html
The easy way to make sure you are up to date with all the latest patches is to run: # yum update