My ISP gave me this link which runs through the steps to build OpenSSL from source on CentoOS: http://cloudishvps.com/linux/openssl-heartbleed-bug-a-quick-explanation-on-the-recent-security-issue-and-the-fix/
It is about half-way down the page "Installing OpenSSL 1.0.1g on CentOS"
I just did...