define a check_local_disk command on the nagios server. In that respect, you didn't actually setup everything. If you had, it would be working right? hehe
in your nrpe.cfg on nagios server, I think you need something like this, per the sample included with nrpe:
command[check_disk1]=/usr/local/nagios/libexec/check_disk -w 20 -c 10 -p /dev/hda1
in your case, it would be called 'check_local_disk'