newrelic-install: 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/newrelic-install - from package: newrelic-php5-common

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