gme_player: 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/gme_player - from package: game-music-emu-player

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