MS SQL Server Agent
does it not use/can use the event logs?
if so use nrpe_nt with one of the eventlong scripts
if not.....you could...
setup a email accout for the alets
and write a perl (what ever)script to get and parse emails and return appropriate error
perl has a lot of plugins to deal with emails etc
then add the script to nagio under your check command
i am i bit of a noobie myself i hope this helps?