Ok, think I've got it. You shouldn't use symbolic names after the -o switch. It should be numeric OID, and also you have to specify the protocol. Try to run this from the terminal:
Then define check_snmp command in /etc/nagios-plugins/config/my_snmp.cfg like this (Create a new my_snmp.cfg file within directory. Set the right permissions on it, make ti as all other files within directory are set. It is advisable for you to create your own files when defining your own commands and host/service definition because when you will be upgrading Nagios or Nagios-plugins package it could overwrite it's original files.):
# 'check_snmp_my' command definition
command_line /usr/lib/nagios/plugins/check_snmp -H '$HOSTADDRESS$' -C '$ARG1$' -P '$ARG2$' -o '$ARG3$'
Be sure you have specified the right path to your check_snmp plugin executable file.
(I assumed you have defined the whole plugins configuration directory as cfg_dir in nagios.cfg file, so this newly created file, my_snmp.cfg, would be read by Nagios when reloading.)
And your cehck_command variable within service definition would be: