I'm back trying shinken on windows. Here is another trouble, in the log
[1291029047] HOST ALERT: localhost;DOWN;SOFT;1;
[1291029110] HOST ALERT: localhost;DOWN;HARD;2;
[1291029110] HOST NOTIFICATION: Windows_administrator;localhost;DOWN;notify-host-by-email;
[1291029113] Warning : the notification command '/usr/local/shinken/libexec/bsendmailhost.bat "my@email" "PROBLEM localhost DOWN localhost 29-11-2010 16:11:50"' raised an error (exit code=3) : 'None'

Right, this should be fixed in resource.cfg with something like $USER1$=c:/shinken/libexec

But now I get a different error. In the log

[1291038778] [Default-Poller] Warning : the worker 0 goes down unexpectly!
[1291038778] [Default-Poller] Allocating new Worker : 1

And in the poller window
[0][Default-Scheduler]Stats : Workers:1 (Queued:0 Processing:1 ReturnWait:0)
Wait ratio: 1.0
Ask actions to 0 got 1
Process Process-2:
Traceback (most recent call last):
File "E:\Python27\lib\multiprocessing\process.py", line 232, in _bootstrap
self.run()
File "E:\Python27\lib\multiprocessing\process.py", line 88, in run
self._target(*self._args, **self._kwargs)
File "c:\shinken\shinken\worker.py", line 198, in work
self.manage_finished_checks()
File "c:\shinken\shinken\worker.py", line 148, in manage_finished_checks
self.returns_queue.append(action)#msg)
File "<string>", line 2, in append
File "E:\Python27\lib\multiprocessing\managers.py", line 732, in _callmethod
conn.send((self._id, methodname, args, kwds))
UnpickleableError: Cannot pickle <type '_subprocess_handle'> objects

By the way, is there any established source for getting nagios plugins for windows?