Fast:

  1. EPEL repository
  2. Updated system
  3. yum groupinstall "Development tools"
  4. yum install boost*
  5. yum remove boost* (last two steps to get initial dependencies)
  6. yum install libicu libicu-devel zlib-devel zlib python-devel bzip2-devel texinfo
  7. Download tarball of boost_1_55 and extract
  8. /bootstrap.sh --with-icu
  9. ./b2 -d0 -a

Or you can use my RPM packages for CentOS: http://repo.enetres.net/x86_64/

:)