Strange, I had this problem last night.
You need to install the readline development package for centos. Use yum to do this. Then you need to go you ruby source code, presuming that you still have it around after you compiled ruby and change to the "ext/readline" directory. There will be a extconf.rb file ( from memory ). Run that with the command "ruby ./extconf.rb". A make file should be generated. Type in "make" and then as root, "make install".
