EDIT:  If you are testing HTTP authentication,  use a browser or curl on the command line. 

In order for a network vulnerability scanner to be at all useful it must be able to interact with a wide verity of protocols.   You have made no mention as to what protocol you are dealing with,  so no one can help you with the specifics.

In general,  you can fire up wireshark,  filter by the port of interest and intercept the packets that Nessues is producing.  If this is over TCP then netcat can be used to replay some of these requests.  Netcat being used by a human can be very slow and cause timeouts.  Python,  or another scripting language can also be used to replay captured traffic and can do so much faster than a human using netcat.