It doesn't really have to do with your Linux logon. It looks like you're trying to log into your web interface with the user Nagios. If that user doesn't exist, follow to the docs to add user Nagios if you want. Note that you would be adding the Nagios user separate from the Linux user (though you must still create the Linux user, nagios).
Confused yet? =p
The page Luca points to should show you how to add Nagios users. However, you will still need to edit cgi.cfg to allow the Nagios users certain permissions. That only applies, though, if you don't follow the default config. By default, I think the user Luca refers to - nagiosadmin - is authorized to do anything via the web interface.
Edited Fri Feb 17 2006, 07:22PM ]