I just installed this distro called Turbo Linux and I installed EVERYTHING. Anyways, it boots into the command promp and when I try to startx, it does not recognize the command.

Any suggestions on getting x-windows started with this distro. I tried to google to no avail.

The startx program should be located at '/usr/X11R6/bin/startx'

Perhaps you need to add '/usr/X11R6/bin' to your path variable. Since every user will need this command, check where the global paths are set and add it there.
This may be in /etc/profile.

Here for instance is a fragment of my /etc/profile on SuSE 9.1
However, I need to edit /etc/profile.local to make changes on my system. Read through the file (especially the header comments) before diving in.

If the startx program isn't there, you may not have x-windows installed.