/etc/nagios/nagios.cfg-smeserver is included in smeserver-nagios-2.0.0-1.el4.sme.noarch.rpm, which is in the smecontribs repo.
If you don't have that file, try running this command:
yum --enablerepo=smecontribs install smeserver-nagios
Here are the nagios-related rpms I see in smecontribs:
2010-12-06: smeserver-nagios-2.0.0-1.el4.sme
2010-12-06: smeserver-nagios-plugins-mysql-2.0.0-1.el4.sme
2010-12-06: smeserver-nagios-nsca-2.0.0-1.el4.sme
2010-12-06: smeserver-nagios-nrpe-2.0.0-1.el4.sme
2010-12-06: smeserver-nagios-backup-2.0.0-1.el4.sme