The simplest constraints are lower and upper bounds. Before starting a fit, you can set the bounds on the Bounds tab on NLFit dialog. In this dialog, the parameter names are listed in the middle of each row. You can enter the lower and upper bounds value and select the conditions in the dialog. For example, parameter w in Gauss model means peak width, and the value should be greater than zero. So the bounds can be set as in the following screen shot:
Bounds can also be set and saved when a new function is defined. In the Parameter Settings dialog, there is a Bounds tab for you to specify the bounds. You can open this dialog by clicking the button beside Parameter Settings box.