Make sure you are using Ndless Version 1.1. The previous version did not have this file.
EDIT: While reading the IRC logs, I saw that you downloaded DevKitARM (I think that is the name?) I am not sure if that is compatible with nspire-gcc. It might require YAGARTO. Likewise, make sure the path to DevKitARM is in your path variable. If not, just add the /bin directory of DevKitARM to your path variable using process described in the tutorial.