It really depends on how long the book is going on for and the problem. Sometimes the characters, even.
If it is a short story --say, ten chapters or less-- introduce it in the first or second chapter.
(normal amount) Around 20-40 chapters, I'd say ease into it. Start showing the hints and forebodings of trouble in the second or third chapter-unless you plan to drop the problem like a bomb. I'd say in this length of a book, chapter six at MOST.
50 chapters and above, you need to create more than one problem, or introduce the problem in the tenth-twentyth chapter.