centrino is like marketing code-talk for the entire pentium-m setup, including chipsets and lan chips. It's the "public friendly" way to refer to the whole setup. The pentium m is just the cpu.
Pentium M is a CPU. Centrino is a platform composed of an Intel 855 or 915 mobile chipset, Intel 802.11b, b/g, or a/b/g wireless card, and a Pentium M or Celeron M CPU. If you don't have all three of these components (chipset, wireless, CPU), you don't have a Centrino system.