this page might help you,,
http://wiki.cmsmadesimple.org/en:instal ... ickinstall
it says,,
Step 5
In a text editor, create an empty file naming it config.php. Save that file in the CMSMS directory (same (sub)directory as in step 3).
Set permissions to that file to 666.
Check if the file you created has only .php as extension (some editors put .txt after .php. If you use Notepad, make sure to select All files (*.*) when saving the file). If necessary rename to config.php
Note: The only time you wouldn’t need to create a config.php file is if the web server has access to write to that directory (in which case that file will be automatically created during the installation). More often than not, they don’t.
HTH
mark