In short, ucspi-tcp doesn't compile on CentOS boxes (or RedHat boxes). Cuz DJB doesn't "believe in" RedHat's "you must have an errno.h" thing. Hey, I love DJB, and his software, but I also think he's impractical and a nutjob sometimes. This would be one of those times.
Lots of folks had patch-related ways of fixing the problem, I thought those seemed rather laborious. I just stole The Internet's method for another DJB package.
Just append -include /usr/include/errno.h at the end of the first line of conf-cc so it looks like this:
gcc -O2 -include /usr/include/errno.h This will be used to compile .c files.Boom, everything works now.