Chris has a really, *really* useful writeup on
getting started with CSQC and
stats in general on the DP wiki, but the basic version is that you'll need to create each stat during worldspawn with an AddStat (STAT_INDEX, stat_type (1: string / 2: float / 8: integer), .your_stat_field_here) call for each new stat.
That said, by default the server will send STAT_NAILS (index 7) along with all the other basic stats, you don't have to send them manually. :)