vglconnect: 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/vglconnect - from package: VirtualGL

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

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