Just installed Nsclient++ on two boxes - one Windows 2003 server, the other Windows 2000 Server (yeah, I know, Windows 2000 server is getting a bit long in the tooth, but if it ain't totally broke...)
Anyway, I restricted which hosts could talk to the NSClient to just the Nagios server, called, amazingly, nagios.mydomain.com. For w2k3, that works, access is allowed. For the Windows 2000 Server, I had to go put the IP address in place of the hostname in nsc.ini before it would allow access. And yeah, the Windows 2000 server can resolve the IP address back to the hostname, using nslookup.
I don't know if that's a Windows 2000 oddity, a NSClient for w2k oddity, or just a sign that it's time to call it a day :-)