If there is a plugin available, it is easily done. I looked on the Nagios Exchange, and I found a plugin that would do this:
http://exchange.nagios.org/directory/Pl ... ad/details
Note: You need to have SNMP enabled on your windows box.
I tested it and it worked fine for me. Here's what I did:
1. Downloaded the plugin
2. Installed it by going to: Admin->Manage Plugins->Browse...->Upload Plugin
3. Created a new command by going to: Core Config Manager->Commands->Add New
I added a command named "check_win_cpuload"
Command line: $USER1$/check_win_cpuload $HOSTADDRESS$ $ARG1$ $ARG2$ $ARG3$
4. Added a new service to an existing host by going to: Core Config Manager->Services->Add New (see below)
check_win_cpuload.PNG
Saved and Applied Configuration.
5. Checked the service (see below)
check_win_cpuload2.PNG
Note: I thing I didn't like about this check is that it doesn't return perf data, but you may find another one on Exchange that does.
Hope this helps.