gdb error not loading emacs 23.2

[flebber]

Hi

I have been steadily learning emacs and wanted to use gdb, I found the
docs at 
http://www.gnu.org/software/emacs/manual/html_node/emacs/GDB-Graphical-Interface.html
. To start gdb the manual says simple M-x gdb. This I did and then it
prompts do you want to 'Run gdb (like this): gdb ' I pressed enter and
I receive the error.

Searching for program, no such file or directory gdb.

I was under the impression that gdb was a part of emacs default.

Sayth