There are several different ways to get notified by nagios when there is a problem. The most common way is via email. This is usally just fine, except when the service that goes down is the mailserver. There are ways to mitigate this of course.
One simple was is to get your notifications via growl. I really like this, it lets me know almost instantly when some is going on and I don’t have to worry about keeping my eyes on my email program while I’m busy on something else.
The way I implemented it was from a great script and good write up on the Nagios-users mailing list, you can see it all right here: Notify via Growl