Wine is a linux application that allows installation and execution of some native Windows apps. It is not included in the standard CentOS distro, so this is a simple installation tutorial.
1. Get the rpmforge rpm (if not already installed)
2. Install the rpmforge rpm
rpm -Uvh rpmforge-release-0.3.6-1.el5.rf.i386.rpm
3. Install wine
yum install wine -y enablerepo=rpmforge
4. Launch Wine from the Centos Applications menu