Open a terminal, then type "mozilla" and instead of ENTER, press tab-key once or twice. It will show you programs that start with mozilla name. Type then the full name. You are using the wrong command to start mozilla or it is not in your path.
If the tab-key thing does not work, try to locate mozilla with the "whereis mozilla" command- Ex:
$ whereis mozilla
mozilla: /usr/bin/mozilla /usr/lib/mozilla /usr/bin/X11/mozilla /usr/share/man/man1/mozilla.1.gz
I actually don't have mozilla installed. It is just a link to firefox... but give it a shot on your system ^_^;