Firstly - you probably want to get the 2.7 package and build that, rather than the rpm of the 2.6. If you do the source build, which is pretty simple based on the install.sh script - it should find the pre-reqs based on libraries. If it does not, then the Percona version does not contain the proper dependencies...
At least give it a try with the source build and see if that resolves it. Download from the ossec.net website. >
