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I had to compile the whole tex-packages in a temp-directory and have now moved the following files into a final directory (which lies in my path): latex (a symbolic link to tex), tex, dvips, mktexfmt (a symbolic link to fmtutil), fmtutil, kpsewhich and now, because of the error message, fmtutil.cnf.
That is definitely not the way to install TeX. Get a minimal TeX installation and copy all files. Don't even think of doing it on a simple file by file basis (unless you are an expert).
Patrick