depends how you've set up your URL configuration...
# PHYSICAL HTML PATH
# This is the path where the HTML files for Nagios reside. This
# value is used to locate the logo images needed by the statusmap
# and statuswrl CGIs.
# URL HTML PATH
# This is the path portion of the URL that corresponds to the
# physical location of the Nagios HTML files (as defined above).
# This value is used by the CGIs to locate the online documentation
# and graphics. If you access the Nagios pages with an URL like
# http://www.myhost.com/nagios, this value should be '/nagios'
# (without the quotes).
So your physical_html_path is replaced by your url_html_path when web pages are "written". Thus, if your phys path is /foo/bar and your url path is /nagios, you'd put the files in /foo/bar/media/ and it'd still appear as /nagios/media on the web page. Hope that clears things up for you