sgml2lyx: 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/sgml2lyx - from package: linuxdoc-tools

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

On Debian possible default full paths are:

/usr/bin/sgml2lyx - from package: linuxdoc-tools

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

Error in other languages:
sgml2lyx: bevel nie gevind nie
sgml2lyx: comandă negăsită
sgml2lyx: comando não encontrado
sgml2lyx: commande introuvable
sgml2lyx: command not found
sgml2lyx: käsku ei ole
sgml2lyx: không tìm thấy lệnh
sgml2lyx: komanda nerasta
sgml2lyx: Kommando nicht gefunden.
sgml2lyx: kommandot finns inte
sgml2lyx: komut yok
sgml2lyx: nie znaleziono polecenia
sgml2lyx: níor aimsíodh an t-ordú
sgml2lyx: no se encontró la orden
sgml2lyx: no s'ha trobat l'ordre
sgml2lyx: opdracht niet gevonden
sgml2lyx: parancs nem található
sgml2lyx: perintah tidak ditemukan
sgml2lyx: príkaz nenájdený
sgml2lyx: příkaz nenalezen
sgml2lyx: команда не найдена
sgml2lyx: командата не е открита
sgml2lyx: 命令找不到
sgml2lyx: コマンドが見つかりません