Seems like install.sh didn't installed perl-Authen-PAM package on Centos 5. To successfully started webmin with SSL connection support I manually run as root this command:
yum install perl-Authen-PAM
From /var/webmin/miniserv.error:
[16/Mar/2008:07:07:01 +0700] miniserv.pl started
[16/Mar/2008:07:07:01 +0700] Perl module Authen::PAM needed for PAM is not installed : Can't locate Authen/PAM.pm in @INC (@INC contains: /usr/libexec/webmin /usr/lib64/perl5/site_perl/5.8.8/x86_64-linux-thread-multi /usr/lib64/perl5/site_perl/5.8.7/x86_64-linux-thread-multi /usr/lib64/perl5/site_perl/5.8.6/x86_64-linux-thread-multi /usr/lib64/perl5/site_perl/5.8.5/x86_64-linux-thread-multi /usr/lib/perl5/site_perl/5.8.8 /usr/lib/perl5/site_perl/5.8.7 /usr/lib/perl5/site_perl/5.8.6 /usr/lib/perl5/site_perl/5.8.5 /usr/lib/perl5/site_perl /usr/lib64/perl5/vendor_perl/5.8.8/x86_64-linux-thread-multi /usr/lib64/perl5/vendor_perl/5.8.7/x86_64-linux-thread-multi /usr/lib64/perl5/vendor_perl/5.8.6/x86_64-linux-thread-multi /usr/lib64/perl5/vendor_perl/5.8.5/x86_64-linux-thread-multi /usr/lib/perl5/vendor_perl/5.8.8 /usr/lib/perl5/vendor_perl/5.8.7 /usr/lib/perl5/vendor_perl/5.8.6 /usr/lib/perl5/vendor_perl/5.8.5 /usr/lib/perl5/vendor_perl /usr/lib64/perl5/5.8.8/x86_64-linux-thread-multi /usr/lib/perl5/5.8.8 .) at (eval 10) line 1.
BEGIN failed--compilation aborted at (eval 10) line 1.
Failed to initialize SSL connection
Failed to initialize SSL connection