I think that because Sauron had made the One ring he had a connection with it, as said herefor.
The Nazgul were the nine Kings, and they had the rings who were connected with the One Ring, that's the way how Sauron could rule them.
I think because the rings of the Nazgul were connected with the One Ring, they could track the Ring of Sauron.
[ June 20, 2002: Message edited by: Veritas ]
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~Red Hot Chili Peppers, Scar Tisue~
*Laurėfin*
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