I coded the CFG Util because it makes it much easier to code. SO i don't need to code an entire interface witch is a tedious task. Manu games nowadays have a external cfg util...
I understand that it's easier, but that doesn't mean it's the right thing to do. :)
BTW, which games are you playing that require external config programs? I've only played a handful over my entire gaming life and it was annoying every single time.
Now, if you aren't planning on selling this shareware or anything then I agree, the external config program is fine. But if you're going to try and sell this eventually, an in-game GUI is really required.