CentOS helpfully groups a bunch of software packages into groups for us. I generally choose 'Customize software selection' at this point and pick the packages I want as follows:
If you don't need to access this machine via Samba, you probably don't want the Windows file server option.
Hit 'OK' when you're done, then 'OK' again to begin installing. Sit back and relax, it could take a few minutes. When it's done, you'll get a happy "Congratulations" message to lift your spirits. Remove the CD and reboot, and we'll get the real fun started.