Hi-

I went to the FATCAT demo set, and tried running your command in two ways (NB: I changed the in_rois and inset filenames to appropriate ones in the demo):

First, I literally ran the code you pasted, which only had the one backslash (=continuation-of-line character) at the end of the first line, and I got the following error:
++ Reading in.
** ERROR: Need to load ROIs with >=1 subbrick...
-in_rois: Command not found.
-fish_z: Command not found.
-ts_wb_Z: Command not found.
-nifti: Command not found.

because the command wasn't actually continued on to every line (3dNetcorr stopped picking up options after the second line). But this was not the error you got.

Then, I put continuation of line characters at the end of each line:

3dNetCorr \
-inset REST_in_DWI.nii.gz \
-in_rois ROI_ICMAP_GMI+orig \
-fish_z \
-ts_wb_Z \
-nifti \
-prefix 001-T1_PCCand2

and this ran fine.

*so*, I'm wondering what version of AFNI you are running (check with command line-> $ afni -ver)? Or whether the continuation of line characters were really there in your original command but not the pasted one?

--pt