Caught SIGTERM, shutting down

I’m running Nagios on Ubuntu 9.04, followed instructions to the letter, and Nagios will run when I type:
/etc/init.d/nagios start

Everything works fine.

But when I try to get Nagios to run at startup (following the instructions again), I get this in the log file:

[1256313784] Local time is Fri Oct 23 12:03:04 EDT 2009
[1256313784] LOG VERSION: 2.0
[1256313784] Finished daemonizing… (New PID=9879)
[1256313815] Caught SIGTERM, shutting down…
[1256313815] Successfully shutdown… (PID=9879)

As I said, everything runs fine from the terminal window, but this error keeps coming up when I tryt to have it autostart.

What is wrong? Any help would be appreciated.

Dave