Probably lsmod is not in your path. To find out what the path is set to, on a konsole, type 'echo $PATH' without the quotes, and this is case sensitive. This will spit out the search path commands are search in.
lsmod is located in /sbin/lsmod on my system. You can run the command by adding the path to the from of the command; example '/sbin/lsmod' and it should work as a user if the command doesn't need root privileges. If it needs root privileges, su to root, and run the command.
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