It means you need to specify the drive letter in your check command. One very important thing to remeember to do in Nagios is look at the options for each command. You should have all your check plugin commands stored in the /usr/local/nagios/libexec directory. Navigate to that directory and then run the help command for the check command you are trying to use:
or whatever the actual command you are using is - your message doesn't exactly state the command. THat help command will give you a list of the switches you need to use with the check statement.
You are obviously trying to read the D: drive space on your File Server. You need to include "-l D" in your check command. Just naming the check "D:Drive Space" isn't an instruction to Nagios, its just the name of the command. Here is one of my commands - maybe it will help:
host_name servername, servername2, servername3
service_description C:\ Drive Space
check_command check_nt!USEDDISKSPACE!-l c -w 85 -c 95
This uses the NSClient++ agent installed on the Windows servers to check the host's C Drive capacity. If I wanted to check the D Drive I wiould just change the -l c to -l d. The Service Description is just a name - obviously I would change that too, but its only to make it clear to me, not a command element for Nagios. Obviously the -w and --c are thresholds you should determine on your own.
Make sense? There are other uses for the -l switch, and maybe I read your question wrong. If you give me more detail of how you are doing this (i.e. are you using the NSClient++?) I can narrow it down for you. HTH.