sqlgrey: 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/sbin/sqlgrey - from package: sqlgrey

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

On Debian possible default full paths are:

/usr/sbin/sqlgrey - from package: sqlgrey

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

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