In the cgi.cfg file you will see the Nagios process check command. There are several that can be used. For example, if you are using a mysql database to store info, then you can't use the "out of the box" check command. You have to use one that will query the database. This is what I have in my cgi.cfg.
nagios_check_command=/usr/local/nagios/libexec/check_nagios /usr/local/nagios/var/status.log 5 '/usr/local/nagios/bin/nagios'
The one that works the best for me, is check_nagios_db.pl. You might like one of the others. Try em out and see what works best.