He wants you to backup to another server. What I read from this, it sounds like you could just do a copy of the nagios directory nightly. scp(Secure Shell Copy, like SSH)would work wouldn't it?
The way I do it is this. I have nagios installed on what we can call a Central server and it's using a mysql database with Apache web server. I don't want to lose any of that information, or any of the config files. So, I also have a mysql slave server running, with apache also. I do an rdist nightly to backup the files, and the mysql slave keeps the database in sync at all times.