This could be a transient network error. Wait a bit and try again.
Do other downloads from this site work? Try browsing
http://mirror.bjtu.edu.cn/fedora-epel/5/i386/repodata/ (if this is on a command-line-only machine, use a command-line browser such as lynx, links or w3m).
Do you need to set up a proxy to access the web? Yum, like most programs, uses the
http_proxy environment variable. If you need a proxy, put this in your
~/.profile (and run it once in your shell so that it takes effect no) (replace the host name and port number by the right values for you):
Try other CentOS mirrors if this particular one isn't working for you.