Okay, since I had this problem too and it took me a while to get it, I'll share the knowledge here:

1. Double click the 'My Computer' Icon on your desktop
   
2. From the menu select 'Tools' > 'Folder Options'
   
3. In the new window which opens select the 'View' tab at the top
   
4. Look down the list for the heading 'Hidden files and folders'
   
5. Under that be sure to select the radio button 'Show hidden files and folders'
   
6. Click the 'Apply' button, then click the 'OK' button
   
7. Under 'Hard Disk Drives' back in the 'My Computer' window double click the one for C: (If it says they are hidden, click the link to show them)
   
8. Double click the 'Documents and Settings' folder
   
9. Double click the USER NAME you are logged into your system as
   
10. Double click the 'Application Data' folder
    
11. Double click the 'Microsoft' folder
    
12. Double click the 'FS9' folder
    
13. In the list of files you should see fs9.cfg, that is the file you are looking for.
    

Good luck, I hope this aids you in your quest.

Editor's Note:  This should work in both Windows XP & Windows 2000.