I can't seem to figure out how to get it to send e-mails to an external source. I've tried posting a question on the Nagios on CD forum but it appears that this is seldom used or looked at. This is a serious flaw in that many people who use Nagios rely on the e-mail alerts and don't sit there and babysit the web interface.
It looks like the support for this is sparse if it even exists at all. If I can't get this resolved soon then I may just go back to a stock install of my own distro and then run Nagios that way again.