denyhosts.py: command not found

Have You tried accessing the binary with the full path?

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/denyhosts.py - from package: denyhosts

You may install the required package with command yum install {package}
Error in other languages:
denyhosts.py: bevel nie gevind nie
denyhosts.py: comandă negăsită
denyhosts.py: comando não encontrado
denyhosts.py: commande introuvable
denyhosts.py: command not found
denyhosts.py: käsku ei ole
denyhosts.py: không tìm thấy lệnh
denyhosts.py: komanda nerasta
denyhosts.py: Kommando nicht gefunden.
denyhosts.py: kommandot finns inte
denyhosts.py: komut yok
denyhosts.py: nie znaleziono polecenia
denyhosts.py: níor aimsíodh an t-ordú
denyhosts.py: no se encontró la orden
denyhosts.py: no s'ha trobat l'ordre
denyhosts.py: opdracht niet gevonden
denyhosts.py: parancs nem található
denyhosts.py: perintah tidak ditemukan
denyhosts.py: príkaz nenájdený
denyhosts.py: příkaz nenalezen
denyhosts.py: команда не найдена
denyhosts.py: командата не е открита
denyhosts.py: 命令找不到
denyhosts.py: コマンドが見つかりません