Yes I ran into the same thing last night. In the end, I switched over to Debian Squeeze and followed these directions:
That went very well. However, my suspicion that it might have been related to attempting the configure/compile on a 64 bit os and a confusion over the 64bit vs 32bit mydnsclient shared libraries. I have downloaded the 32 bit version of CentOS 5.6 and will give that a try in the next few days. I have a feeling that it may go better with the 32 bit version of CentOS. But that is just a guess.