Are you trying to install on a machine that doesn't allow booting from CD? There is a boot floppy using smart boot manager that allows you to boot from a cd on systems that don't have the option. http://btmgr.webframe.org/
[chaz> ] Correct, the BIOS will not boot from the CD. I'll take a look at the smart boot manager. I was assuming that the CentOS folks had a canned solution, probably using grub.