David,
When we speaks of the setting those path, we meant setting those variable in your environment path. I am not on Windows at the moment, so I might get a few steps wrong.
Press WinKey + Pause. This will open up your System Property path. Next go to “Advanced tab” or something, and there you sound find something like “Environment” or “Environment Variable”. Go in there and you should see something like User Variable (affect only a specific users only) at the top and System Variable (affect the entire system) at the bottom.
In your System Variable, you should be able to find something called “PATH”. Double click on that. At the end of the line where it contain all these paths and all, and something like this:
%RATTREE%/bin;%RMANTREE%/bin
Windows uses ; to separate between different paths. UNIX uses : to separate between different paths. UNIX also uses $ to specify something as variable whereas Windows uses %% to specify the variable.
If you can't click on any of the System Variable because of your restricted access, you can add the PATH to your User Variable by click on that “New” button. Create a PATH and add the variable as seen above. User Variable will not overwrite the System Variable, so you don't have to worry too much about breaking it.
For the most part, you probably don't really need to worry too much about RMAN_SHADERPATH, HOUDINI_PATH, RMAN_TEXTUREPATH. Usually, RMAN_SHADERPATH and RMAN_TEXTUREPATH can be specified in your RMAN ROP.
You should be all set now.
If worse come to worse, in your RMAN ROP's Render Command field, just type in “C

PROGRA~1/pixar/prman-11.0/bin/prman” explicitly to find the renderman path.
The reason you don't have to specify these variables for MAYA/MTOR was because Pixar already set it for you. I don't really konw why Pixar didn't append those variables to PATH. If you don't put those into your PATH, you can't do command line rendering from command prompt anyway.
So that's the reason why it won't work at first in Houdini as Houdini is trying to call the commands.
Hope that helped.
Alex