su (sudo) command not found Galaxy S Vibrant
The SU binaries are not included with the original distribution of Android, because they are not used at all by any stock system functions. Obviously, there are those of us that like to be able to do those things ;) Most rooting processes take care of this, but some leave it out. Hence the file @Matthew Read linked to should take care of your problem, if you follow the process he outlined :) 

If you'd like to read more about it, you can visit the Superuser website and find more downloads there, although the link posted supports Eclair, Froyo, Gingerbread, Honeycomb and Ice Cream Sandwich. So it should cover you :)