If Config.xml isn't already there when you downloaded it then it wouldn't appear unless GunZ is launched and a new one is generated so obviously this is the reason why you don't have one. Try disabling your Anti-virus just until you launch GunZ, if that IS the issue then ideally you should add fgunz as an exception on the Anti-Virus so it doesn't stop the game from running in the future. Which Anti-Virus do you have btw?
