I wanted to install Percona Toolkit on a CentOS machine today but the download comes as an RPM. Percona make it easy to install it with Yum however by adding their repo. To do it do:
64 bit:
# rpm -Uhv http://www.percona.com/redir/downloads/percona-release/percona-release-0.0-1.x86_64.rpm
32 bit:
# rpm -Uhv http://www.percona.com/redir/downloads/percona-release/percona-release-0.0-1.i386.rpm
and then you can simply do
# yum install percona-toolkit
Thanks Percona!