This means something is wrong. To find out what is wrong you need to check the NSClient++ log file. The message means that an plugin returned an invalid exit code and there can be many reasons for this but most likely something is miss configured in NSClient++ or a script your using is not working. So the only way to diagnose this is to check the NSClient++ log.
One simple way to show the log is to run in test mode like so:
net stop nscp
… wait for errors to be reported …
net start nscp