connect-tunnel: 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-tunnel - from package: libnet-proxy-perl

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

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