chances are you are not in the folder containing the adb program... identify the path to the android_sdk/tools/adb command
onc eyou know that path navigate to that location using the the following commands:
pwd - this command tells you your "present working directory" or current path
ls - this command lists the contents of the folder you are currently in
cd - change directory
for example you may use the commands as follows
$ pwd
/user/jimmy/
at this point you say ...huh thats not the right folder ...I know my android sdk is in /downloads/androidsdk or whatever
so you type
$cd /downloads/androidsdk/tools/
$ pwd
/downloads/androidsdk/tools
$ls
.
..
adb
blah blah blah
now while you are in that directory you can try typing adb shell
if that still doesn't work try typing
$./adb shell
the ./ forces the command line to look in the current directory for the command
Hope that helps
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