Hello Nikos,
In order to define the path than (supposed you use Windows):
Start >> Settings >> Control Panel >> System >> Advanced >> Environment Variables >> than look on the second field (System Variables) >> Search for "Path" there would be C:\WINNT\System32.... >> Than just click Edit >> than insert the path of your mySQL installation, in my case: C:\mysql and C:\mysql\lib\debug. Between them schould be ";". So it would be:
C:\WINNT\System32;C:\mysql;C:\mysql\lib\debug;....... .
Than you are done
If needed, just restart your system.