For Windows
Please add the path of glpsol.ext to your Environment variables.
1. Open the Control Panel
2. Click System
3. Click Advanced system setting
4. Open Environment variables
5. Edit Path
6. Add variable value ";the path where glpsol.exe locate" (e.g. ;D:\glpk-4.45\w64)
For Linux/Mac
Please refer to http://en.wikibooks.org/wiki/GLPK/Linux_OS for detail.