For issues like these that may be related to a particular version of SDL, you can print:
pygame.base.get_sdl_version()
to find out what SDL version your pygame is using.
So Ian, what do you mean "It works, but it sure isn't centered"?
are you saying that SDL_VIDEO_WINDOW_POS works, SDL_VIDEO_CENTERED doesn't? or you saying that SDL_VIDEO_CENTERED is doing something, but having an effect other than centering the window?