Installing Nagios is straightforward. You may want to see Blog Entry Using Nagios 2.x/3.x on CentOS. In a nutshell, do this in sequence to avoid dependency issues
# yum install nagios nagios-devel
# yum install nagios-plugins-all
Downloading and unpacking check_mk
# wget http://mathias-kettner.de/download/check_mk-1.1.8.tar.gz
# tar -zxvf check_mk-1.1.8.tar.gz
# cd check_mk-1.1.8
# ./setup.sh --yes
Restart the Service
# service nagios restart
# service apache restart
Making the agent accessible through xinetd
# cp -p /usr/share/check_mk/agents/check_mk_agent.linux /usr/bin/check_mk_agent
# cp -p /usr/share/check_mk/agents/xinetd.conf /etc/xinetd.d/check_mk
Restart xinetd service.
# service xinetd restart