mysql-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 CentOS possible default full paths are:

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

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

On Debian possible default full paths are:

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

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

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