lzgrep: 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/lzgrep - from package: xz-lzma-compat

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

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