burnMMX: 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 Debian possible default full paths are:

/usr/bin/burnMMX - from package: cpuburn

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