When it comes to installing from PECL or PEAR, I too always seem to run in to "something" that prevents a module from working as it should. The above error is actually pretty common on Ubuntu & Debian.
The packages provided by Ubuntu & Debian do not automatically install all dependencies required for every module, so I had to hunt down a solution between StackExchange, Google and the developers website.
What fixed this for me (note: on Debian, not CentOS), was installing the following packages:
php5-phpdbg php5-dev php-http zlib1g-dev libcurl4-openssl-dev libevent-dev imagemagick libmagick++-dev imagemagick-common libmagic-dev libghc-iconv-dev libpcre3-dev
The package marked as just php-http is intentional. This specific package doesn't carry a 5, thus unless you knew you needed it, you'd most likely overlook it. So for those on Ubuntu and/or Debian systems, search on both php5 and php (using --names-only helps narrow down the packages).
I'm mentioning this in hopes that it'll help others that may have the same issue on a similar system. I'm not 100% on the package names for the CentOS repository, though having the names of the packages needed in general may help you and others to narrow down the list.
Once the packages are installed, simply uninstall & reinstall the pecl_http package, restart php5-fpm and the error should go away; confirmed by creating a phpinfo file.