WinZip® can't find one of the programs specified in the active dialog box. If you specified a folder (for example, you entered C:\UTILITY\LHA.EXE), then WinZip can't find the program in that folder. If you did not specify a folder (for example, you entered LHA.EXE) then WinZip can't find the program in any of the folders specified by your PATH= environment variable.
Note: if you update the PATH statement in your AUTOEXEC.BAT, the changes will not take effect until you reboot your machine.