chkconfig nagios on
Then, to see that it has worked, do this:-
chkconfig nagios --list
It should show that it is turned on for the appropriate run levels. If these commands don't work, then it is likely that the /etc/init.d/nagios script doesn't support chkconfig. You can fix this by adding this code somewhere near the top of your scripts (perhaps line 2 or 3):-
# chkconfig: 2345 99 00
Run "man chkconfig" for more details on using chkconfig.
PS: You need to be root to run chkconfig.