I want to wrap(re-project) one variable in this netcdf file.
D:\\ gdalwarp -t_srs EPSG:4326 NETCDF:"C:\\fie.nc":var "C:\\Desktop\\SM.img"
You can also use the --config switch:
D:\ gdalwarp --config GDAL_DATA "D:/my/gdal/data" -t_srs EPSG:4326 NETCDF:"path":Soil_Moisture "C:\Desktop\SM.img"
See: http://trac.osgeo.org/gdal/wiki/ConfigOptions
for information on config options.