I can't recommend changing access rights, you're bound to hit problems with that...
The issue is the program that writes the configuration file, then. The program should either...
A. write to the registry (HKCU for non-Admin users, HKLM for Admin users if you want settings set for all users/et.c)
B. write to the appdata folder
C. write to the localappdata folder
http://msdn.microsoft.com/en-us/library/aa367565(VS.85).aspx
http://msdn.microsoft.com/en-us/library/aa369768(VS.85).aspx
But if you must go down the route of permissions, try:
Are you a developer who uses NSIS to distribute your application? Are you a Winamp plug-in developer who wants to use NSIS to distribute your plug-in? Have suggestions for other people like you? This is the place.
and, amazingly, also answered at: