SNMP monitoring with Windows boxes is pretty easy, once you get a handle on how SNMP works.
On the Windows machine you want to monitor, make sure SNMP is installed. You should see it as a service in Computer Management. If it's not installed, go to Add/Remove Programs > Add/Remove Windows Components > Management and Monitoring Tools. (No reboot required on XP, 2000, or 2003).
Then open the SNMP service and add or modify the SNMP community name on the Security tab and add the Nagios machine's hostname or IP address under the "Accept SNMP packets from these hosts" section. Click OK and the Windoze box is ready to be monitored.
In Nagios, you need some SNMP plugins. There are quite a few good ones in the Nagios Exchange. The ones I use the most are the check_snmp and check_netsnmp plugins (2 different authors). Follow the docs with these plugins to figure out syntax.
Then in Nagios, just create services that call those plugins to monitor the mibs you need.
If you need any further help, you can post back or contact me at the email address in my profile.
Hope this helps.