Today I have seen on the documentation page of Nagios a new tutorial that talks about deploying a NSClient++ to your servers with the help of SCCM 2007.
The document covers all the steps of the deployment from the creation of the .msi package to the deployment verification of the package. All the stages are covered with screen captures. This type of deployment offers multiple advantages like selecting the hours of the installation or how much bandwidth should be used and makes updating the software package a breeze and I recommend it over other ways to install the client.
You can grab the document from here: