How do I set up wireless on Centos?

You can start by listing all ethernet devices detected by the kernel:

lspci|grep -i eth

Then, to see if you have any wireless devices that have already had their kernel drivers loaded:

iwconfig

If you can't find iwconfig, install the wireless-tools package (yum install wireless-tools). If iwconfig reports a device with wireless extensions, then you're half-way there. Report back and we'll help you associate w/an SSID, enter a Key, etc.

If you don't, you'll need to get the proper driver loaded. Try this site for help:

http://wiki.centos.org/HowTos/Laptops/Wireless

Also,

What version of CentOS are you using?
What is the vendor/model of your wireless adapter hardware?

Sorry, see the reference to it where? Can you copy-and-paste the output of those commands from your terminal to this thread?

You may also want to look at wicd, it is what I use in slackware, it has both a curses a a gui interface. You can install it from the fedora package on http://wicd.sourceforge.net/download.php