OK, lets start with CPU Load being as it is top o' the list...
What's the service object look like on the nagios server? Something like
service_description CPU Load
What's the check_nrpe command object look like? Should be something like
command_line $USER1$/check_nrpe -H $HOSTADDRESS$ -c $ARG1$
What does the nrpe.cfg definition of the check command look like on the remote server? Something like
command[check_load]=/usr/local/nagios/libexec/check_load -w a,b,c -c x,y,z
Also, have you seen the NRPE configuration pdf at nagios.sourceforge.net/docs/nrpe/NRPE.pdf?