It's most likely that you have a configuration problem.
In my resource.cfg I have this:
In my checkcommands.cfg I have this:
'check_tcp' command definition
command_line $USER1$/check_tcp -H $HOSTADDRESS$ -p $ARG1$
Now, if I actually have my check commands in the directory:
/usr/libexec or some such nonsense place, then I would get the same error as you have.
Also, if I had incorrect permissions on the files, then to the user nagios, those files will never be found.
So check your configs and file/folder permissions again, and make sure you can run them by hand.
su - nagios