It seams that custombuild is checking while installing MySQL 5.5 for libaio in: /usr/lib/libaio.so.1 while it's installed properly via yum. I symlinked it so it's working fine.
Here you go:
PS.
Clean install of CentOS 6.0 under OpenVZ
Here you go:
ln -s /lib64/libaio.so.1 /usr/lib/libaio.so.1
PS.
Clean install of CentOS 6.0 under OpenVZ