I'm not familiar with Nagios, but, if apache is executing those CGI scripts, then the problem is likely that the user the apache process is running as does not have execute permissions on the scripts or access to containing directory. On the Solaris web servers running Apache 2.2 that I work on, the apache server runs as the nobody user, so, we set the ownership of the cgi directory and the scripts it contains to nobody and the group to the one used by our web server admins (which the nobody user is NOT a member of) and set the permissions to 570 on both the directory and the executable scripts.
That insures that "nobody" can read and execute the CGI scripts.
Derek
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