You will probably want Nagios to start automatically when your system boots. You do this by editing /etc/rc.conf.
Add Nagios to rc.conf (this means the file /usr/local/etc/rc.d/nagios.sh gets loaded at boot time):
# ee /etc/rc.conf
Then add the following entry:
If you're working on a remote system, be careful editing your rc.conf file. Errors could cause the system to fail to boot. It's happened to me more than once!