El caso es que he seguido estos pasos:

yum install gcc make rpm-build
cd /usr/src
wget http://pagesperso-orange.fr/sebastien.godard/sysstat-9.0.6.tar.gz
tar zxvf sysstat-9.0.6.tar.gz sysstat-9.0.6/sysstat-9.0.6.spec
cp sysstat-9.0.6.tar.gz /usr/src/redhat/SOURCES/sysstat-9.0.6.tar.gz
rpmbuild -bb sysstat-9.0.6/sysstat-9.0.6.spec

y la compilación fallaba con estas últimas lineas:

install -m 644 nls/af.gmo /var/tmp/sysstat-9.0.6-root-root/usr/share/locale/af/LC_MESSAGES/sysstat.mo
install: cannot stat `nls/af.gmo': No such file or directory
make: *** [install_nls] Error 1
error: Bad exit status from /var/tmp/rpm-tmp.94933 (%install)

Algo fallaba, y algo me faltaba por instalar… asi echando un vistazo al log del configure encontré esto:

WARNING: msgfmt command not found!
WARNING: xgettext command not found!
WARNING: msgmerge command not found!

Pues ahí lo llevas primo, eso va a ser, vamos a ver en que paquete está:

# yum provides */msgfmt
Loaded plugins: fastestmirror
Loading mirror speeds from cached hostfile
 * addons: ftp.cica.es
 * base: ftp.cica.es
 * updates: ftp.cica.es
Excluding Packages from CentOS-Plesk - Base
Finished
gettext-0.14.6-4.el5.i386 : GNU libraries and utilities for producing multi-lingual messages.
Repo        : base
Matched from:
Filename    : /usr/bin/msgfmt

gettext-0.14.6-4.el5.x86_64 : GNU libraries and utilities for producing multi-lingual messages.
Repo        : base
Matched from:
Filename    : /usr/bin/msgfmt

gettext-0.14.6-4.el5.x86_64 : GNU libraries and utilities for producing multi-lingual messages.
Repo        : installed
Matched from:
Filename    : /usr/bin/msgfmt

gettext-0.14.6-4.el5.i386 : GNU libraries and utilities for producing multi-lingual messages.
Repo        : installed
Matched from:
Filename    : /usr/bin/msgfmt

Pues nada, vamos a instalarlo

yum install gettext

Le damos otra vez a generar el rpm

rpmbuild -bb sysstat-9.0.6/sysstat-9.0.6.spec

y ahora si tenemos ya nuestro rpm listo para instalar

rpm -ivh /usr/src/redhat/RPMS/x86_64/sysstat-9.0.6-1.x86_64.rpm