cg_annotate: command not found

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/cg_annotate - from package: valgrind

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/cg_annotate - from package: valgrind

You may install the required package with command apt-get install {package}

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