Try going to C:\WINDOWS\SYSTEM\MSCONFIG.EXE and double click directly on the file
to open msconfig.
Try using SFC to extract msconfig.exe from the Win98 CD.(start-run and type sfc)
If not you may need a new msconfig, so go to C:\WINDOWS\OPTIONS\CABS\WIN_16.CAB (IIRC) and
right-click on msconfig.exe and either copy or extract to C:\WINDOWS\SYSTEM to replace
the existing msconfig.exe. This works on 98 etc but I am not sure about XP...your OS is....?
Have you done a full virus check with an UPDATED AV, as viruses can be the cause of a shy MSCONFIG.