I added the following repos which I found on allegra to megatron and then did a 'yum install sshfs' on both machines:

allegra:yum.repos.d>l
total 28
-rw-r--r-- 1 root root  428 Feb 12 16:47 rpmforge.repo
-rw-r--r-- 1 root root  684 Feb 12 16:47 mirrors-rpmforge
-rw-r--r-- 1 root root 1054 Feb 12 16:47 epel-testing.repo
-rw-r--r-- 1 root root  954 Feb 12 16:47 epel.repo
-rw-r--r-- 1 root root  626 Feb 12 16:47 CentOS-Media.repo
-rw-r--r-- 1 root root 1869 Feb 12 16:47 CentOS-Base.repo
-rw-r--r-- 1 root root  179 Feb 12 16:47 adobe-linux-i386.repo

This also required me to import the rpmforge GPG key:

sudo rpm --import http://dag.wieers.com/rpm/packages/RPM-GPG-KEY.dag.txt