What I would do is launch a command prompt and check that your file isn't called eqemu_config.xml.xml, or something:
Code:
C:\eqemu>dir eqemu_config.*
Volume in drive C has no label.
Volume Serial Number is DA34-F279
Directory of C:\eqemu
09/11/2008 15:12 715 eqemu_config.xml
1 File(s) 715 bytes
0 Dir(s) 300,847,251,456 bytes free
C:\eqemu>