Sounds weird. Are you trying to run the game from an sd card? And if so, have you requested sd card write access from gpobal settings in Magic Dosbox?
Anyway, here’s my cfg file: http://www.mediafire.com/file/tbaiv3lxzjpq9ky/HMISET.CFG/file
Just drop it into your daggerfall directory. If you run into further trouble, give us a shout. ?