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

RHSA-2005:562-01 Critical: krb5 security update

Files available:
krb5-devel-1.2.2-37.i386.rpm
krb5-libs-1.2.2-37.i386.rpm
krb5-server-1.2.2-37.i386.rpm
krb5-workstation-1.2.2-37.i386.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