If it says "command not found" or something similar, then the mzscheme installation itself is at fault, so you have to double check that (which will depend on the specific distro of Gnu/Linux)
If `which mzscheme` succeeds try launching mzscheme plain:
mzscheme
This should give a message like:
Welcome to MzScheme v372 [3m], Copyright (c) 2004-2007 PLT Scheme Inc.
>
You can type `(exit)` to get out of mzscheme. The needed version is v352 if you're using PG's arc2.tar; the community's "Anarki" repository runs on v372 (such as on mine) just fine.
If you want to use the Anarki repository, just ask, it's a bit more involved to get it set up (i.e. more than just getting a tarball ^^), so in the interest of being lazy I'll just give it when you ask for it ^^
