This is how I've got my setup...
I created a new file
then of course add the needed line in the nagios.cfg file as
for your "win40" example I have the following in my image-templates.cfg file
then I do the following in my host definition: (note the "use" line)
alias Widows Server
I've basically predefined a whole bunch of images in my image-templates.cfg file and then just add them to the "use" line in my host definition.
You can of course just put the ?_image directive directly into the host definition section but I prefer using my template system as I've already changed a few icons and only had to change the name in my template file and restart Nagios.