I didnt know anything about linux... But I did have succes with these commands:
1: me@server.com [/]# cd ~
2: me@server.com [~]# mkdir node
3: me@server.com [~]# cd node
4: me@server.com [~/node]# wget http://nodejs.org/dist/v0.10.4/node-v0.10.4.tar.gz
5: me@server.com [~/node]# tar zxvf node-v0.10.4.tar.gz
6: me@server.com [~/node]# cd node-v0.10.4
7: me@server.com [~/node/node-v0.10.4]# ./configure
8: me@server.com [~/node/node-v0.10.4]# make
9: me@server.com [~/node/node-v0.10.4]# make install
I was getting privileges errors in Centos 5... thanks everybody who helps!