Editing Nagios Main Config, and adding new hosts:
/usr/local/nagios/etc/nagios.cfg

Editing Nagios Host Configurations:
/usr/local/nagios/etc/objects

Checking for Config Errors:
/usr/local/nagios/bin/nagios -v /usr/local/nagios/etc/nagios.cfg

Restarting Nagios:
service nagios restart

Nagios Web Pages Root:
/usr/local/nagios/share

DOCS:
http://www.debianhelp.co.uk/nagiospluins.htm

Object configuration options:
http://nagios.sourceforge.net/docs/3_0/objectdefinitions.html

NRPE Daemon Config:

/usr/local/nagios/etc/nrpe.cfg

Don't forget to add iptables rule:

/sbin/iptables -A INPUT -p tcp -m tcp --dport 5666 -j ACCEPT