Centos – Which vmlinuz and initrd.img should I use for ‘headless’ CentOS installation

Those messages are nothing to worry about. The symlinks that are being complained about are only needed if you're using lilo as your bootloader, because it uses those symlinks to find your "current" kernel. Grub, being more flexible, has it's own way of doing things, and doesn't need the symlinks.

For anybody else who ends up suffering the error 15 grief that I did, it turns out that the device naming scheme in grub (hd0, hd1, hd2...) ended up being different between when grub boots and when grub is running after the system is up and running. I spent a week with root (hd2,0) because that's what grub told me the drive I wanted was called. But when I dropped to the grub shell on bootup I was surprised to find out that what was hd2 when the machine is up, is hd1 on boot. So I changed the menu.lst to use root (hd1,0) and it started working. I hope to save somebody else lots of hair pulling with that one.