Hard to say.
You can add some debug messages to your event logs by checknig the appropriate boxes in the nagevlog configuration. This will tell you when it filters and when it sends nsca alerts.
Possible causes -
1) You have your NSCA hosts configured wrong, and the messages are being sent to the wrnog place
2) You have your filters configured wrong, and the messages do not match any of them
3) The nagevlog service is not running, or is installed incorrectly
4) There is a bug in nagevlog
Obviously, (4) is highly unlikely

. If you enable the debug logging in nagevlog, you should be able to tell if it is (1) or (3). (2) is a bit harder, but check the filter definitions closely. If you are really stuck, send me a dump of the Nagevlog part of the registry so I can check the filter definitions.