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On CentOS, you probably want rpm or the yum front end to it. Try this:

yum install php5-mysql

Maybe you need sudo in front of that command, depending on your system configuration. In that case sudo yum install php5-mysql.

That should install the package for you on CentOS.

http://www.centos.org/modules/newbb/viewtopic.php?post_id=49482&topic_id=14408