How are you trying to start the host? Are you running it from the CLI or with the startup script?
It looks like mayhap it can't find nrpe.cfg? If running NRPE with the startup script, edit it to make sure the path to nrpe.cfg (your NRPE daemon configuration file) is correct. If running from CLI, try
nrpe -d path/nrpe.cfg
I suppose you might be trying to run it under inetd or xinetd, which I'm not at all familiar with.