There is a default directory for your config files, appointed by your installation. You find out what this directory is by hitting UTILITIES/OPTIONS, and the path will appear in the Showing box. Pro/E automatically loads the config.pro files from the directory you launch in, and the default directory. Are you on Intralink? If so it only loads from the default directory. Make sure you save to the default directory if you have write access. If not save to the directory you start Pro/E in, or manually load the config.pro file after launching Pro/e.