Make the following Nagios directories:
mkdir /var/nagios /var/nagios/rw /var/log/nagios /var/log/nagios/spool/checkresults /var/run/nagios
Change ownership on those directories to the Nagios user:
chown -R nagios:nagios /var/nagios /var/nagios/rw /var/log/nagios /var/log/nagios/spool/checkresults /var/run/nagios