Oh I thought he meant the .cfg file wasn't opening.
uh, here's the stuff I had written before you posted, it's kinda repeat of what racoon just said so sorry:
Find an existing .cfg file.
Open it with Notepad.
Copy/Rename it to datafiles2238.cfg
Delete all the stuff in it, and then directly put the paths to your master/critter files
ex:
C:\FOnline\master.dat
C:\FOnline\critter.dat