You need to create the directory and config file manually.
btw, we don't support *building* on CentOS/RHEL, I would highly advise you use a Fedora 15 or Fedora 16 image to do the building. You can still create an appliance of any target OS you desire.
i.e. You should use a Fedora 15/16 machine (or EC2 instance like BoxGrinder Meta) to build a CentOS 6 appliance, or Scientific Linux, or RHEL, or Fedora ...
Ok, got it.
Are there any plans for the future to include Debian for example, as a distro one can choose to build?