I've experienced same problem and was able to resolve it.
I also saw "No posts in this topic were marked as the solution yet. If you can help, add your reply", so I decided to add my solution in order to help others, if someone still experience this trying to run original, non EE version, despite this topic being 12 years old.
I have a different language in my Windows, so I chose closest translation.
I right-clicked icewind.ini, chose Properties, then Security tab, then click on Change/Edit. Then clicked on every user/group in the list and set Allow/Granted at Full Access. In other words I allowed each user/group to change, record this file. After that Config said that it can't write keymap.ini. I did the same thing with this file too - allowed every group/user to change, record this file. After that all changes in Config were saved/applied nicely without any problems.