Solaris

Basic installation is the usual open source method:

unpack into any subdirectory of your home directory. ( NOT ROOT ACCOUNT )
cd into it.
type:
./configure --help
that will list all options nagios recognises for configuring the software during compile. pick the options you want to use.
then type:
./configure [options]
make
su to root account
make install

note: it is ./configure, not /configure or configure. the leading period is important.
once it is installed you have to edit your initscripts to add it to the runlevels you want it to be running in.

editing these scripts must be done as root.

basic configure and make don't need root access.
make install does.

read the man pages for nagios after the make install, that will tell you what you need to do to get the app conficuration settings for running it.