Nagios 3.0.6 restart error

When I try to restart Nagios through the webadmin I get the following:

Error: Could not stat() command file '/usr/local/nagios/var/rw/nagios.cmd'! The external command file may be missing, Nagios may not be running, and/or Nagios may not be checking external commands. An error occurred while attempting to commit your command for processing.

I just tried via the command through terminal /etc/init.d/nagios reload and it days done but should I be concerned about the above error? what can be done?

All help very appreciated,

thanks.

In nagios.cfg enable following option and reload nagios from CLI then try reloading from web interface.
check_external_commands=1