Enabling External Commands in Nagios / Ubuntu

I get caught by the following quite often (too many Nagios installations!):

Error: Could not stat() command file ‘/var/lib/nagios3/rw/nagios.cmd’!

The external command file may be missing, Nagios may not be running, and/or Nagios may not be checking external commands. An error occurred while attempting to commit your command for processing.

The correct way to fix this in Ubuntu is: