Well, you would most likely know the answer, if you had installed from source. But alas, you didn't.
Take a look at the cgi.cfg file, or wherever you defined the :
directive. If you have no idea, then just grep for it, to find out where and what it is.
Then run the command as user nagios, and see what you get for output.
I know that when I had version 1.x, I had to use a different command to do the job.