[root@vps libexec]# ./check_snmp -H 121.XXX.XX.11 -C public -o 1.3.6.1.4.1.2021.9.1.2.1 SNMP problem - No data received from host CMD: /usr/bin/snmpget -t 1 -r 5 -m '' -v 1 [authpriv] 121.XX.XX.XX:161 1.3.6.1.4.1.2021.9.1.2.1
Is snmpd(the agent) running on the host you are querying. Did you set the read only community(hint set it to something other than public) string in the host where your agent is running. http://en.wikipedia.org/wiki/Simple_Network_Management_Protocol seems to be a good place to start looking for information.
-Tarun