VoxForge
>mkdfa.pl : command not found
did you change directory to the auto directory as directed in Step 1? i.e.:
$ cd voxforge/auto
mkdfa.pl comes from julius. You need to download julius (julius-bin is sufficient), and ensure that mkdfa.pl is in your path when you run it (or specify the full path to it).
It's in julius-dir/bin/mkdfa.pl (for julius-4.2.1 anyway).