Thinking more...

I suppose that you use yum to manage your packages.

1. Download mono.repo and put in /etc/yum.repos.d/ (as root)
2. #yum update
3. #yum install mono-complete xsp mod_mono
4. Finished!

It's very easy, right?
If you are using Fedora Core 3/4/5 or RHEL 4, you can refer the Mono download page.
The installation is almost same as CentOS 4/4.5.