In short, you don’t do it in nagios, you set up an MTA like postfix with all that information. Then you modify the nagios config to use the MTA as the mail program. I use ubuntu so here is the excerpt from the quickstart guide:
[quote]9) Other Modifications
If you want to receive email notifications for Nagios alerts, you need to install the mailx (Postfix) package.
sudo apt-get install mailx
You’ll have to edit the Nagios email notification commands found in /usr/local/nagios/etc/objects/commands.cfg and change any ‘/bin/mail’ references to ‘/usr/bin/mail’. Once you do that you’ll need to restart Nagios to make the configuration changes live. [/quote]
Obviously you’ll have to grab other instructions if you aren’t using ubuntu but this should get you on the right path.