Yes, you'll have to install probes on your clients if you want to supervise other services than PING.
This will of course depend on the OS of your client. I know of several ways to do that:
-NRPE: it's an agent on the client listening for incoming requests. It will execute a plug in and return the result to the nagios server
-NSCA: an agent on the client that will execute plug ins and send the results to the nagios server, without requests
-snmp: you can install an snmp manager that will send traps to the nagios server; or that will accept incoming traps, execute a plugin and send the result via snmp
-ssh: same as NRPE
anyway, you'll have to install something..
Under NT, the agents (NSCA and NRPE) are pre-compiled and should work on every versions.
if you have unix/linux, you'll have to compile the agents for each version. I've done it for 400 servers with 8 different versions; it's quite tedious, but manageable...
hope this helps