mod_perl-devel is not what you need. try this:
Code:
yum whatprovides /usr/lib/perl/5.10/CORE/EXTERN.h
it should tell you what package provides that file. you can then install that package.
in the event it does not find a package containing that file, then perhaps some small changes will need to be done to the source to work on your system.
By the way, what version of CentOS are you using? As in, 5.x, what is the x? I also assume you are running a 32bit system from the earlier information you provided. If that is incorrect, please let me know.