Oops, needed mysql server installed in order to install Zenoss on a centos 5 vm.
First lets do the following…
#yum install php-mysql mysql mysql-server
#/sbin/chkconfig mysqld on
#/etc/init.d/mysqld start
To set the password run the following
#mysqladmin -u root password NEWPASSWORD
If you need to change it, use the command below
#mysqladmin -u root -p’oldpassword’ password newpass