I would go to the command line on the server. Go to the libexec folder (or where ever you have put check_nrpe) and run
./check_nrpe -H hostname or ip address
This should give you a basic response from the NRPE module. If you get nothing check your firewall. Also (I can only speak from using NRPE_NT) the config file was a little misleading. The server option needed to be the machine i was monitoring and not the nagios server. Also make sure you have the nagios server define in the allowed addresses.