The following errata for CentOS-2 have been built and uploaded to the centos mirror:

RHSA-2005:476-01 Moderate: openssl security update

Files available:
openssl095a-0.9.5a-25.i386.rpm
openssl096-0.9.6-25.8.i386.rpm
openssl-0.9.6b-39.i386.rpm
openssl-devel-0.9.6b-39.i386.rpm
openssl-perl-0.9.6b-39.i386.rpm
openssl-0.9.6b-39.i686.rpm

More details are available from the RedHat web site at
https://rhn.redhat.com/errata/rh21as-errata.html

The easy way to make sure you are up to date with all the latest patches is to run:
# yum update