Please ignore my previous post due to typing mistake. Moreover, I tried to re-install nagios to a fresh FC4 linux machine. However, I got the same error.
Please see my reply below in bold:
In nagios.cfg what is:
command_file=?? **/usr/local/nagios/var/rw/nagios.cmd **
Are you authenticating?** I was authenticated as nagiosadmin in Nag**ios
You must restart nagios and the httpd. -> Yes
In cgi.cfg what is...
And who are you authenticating as? **I was authenticated as root in FC4 **
If you aren't authenticating, what is...