connect-proxy: 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 Debian possible default full paths are:

/usr/bin/connect-proxy - from package: connect-proxy

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

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