The following errata for CentOS-2 have been built and uploaded the the centos mirror:
RHSA-2005:010-01 Updated VIM packages fix security vulnerability
Files available: vim-X11-6.0-7.19.i386.rpm vim-common-6.0-7.19.i386.rpm vim-enhanced-6.0-7.19.i386.rpm vim-minimal-6.0-7.19.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