hmm have you tried searching for it under search? in Win2k that was the only way of finding it. You couldn't bring up msconfig through the run command but after searching for it in your X:/Windows folder you might find the executable. From there it's easy you'll be able to click on it and see if it is corrupted or not. I'm running XP Pro right now and you are able to get msconfig by simply typing it in the run command just as you would in Win 9x and Me, haven't tried it in XP Home, but I'm pretty sure it should work.
But hope isn't over yet...
Have you updated to the most recent update?
If you're registered you'd be able to get an automatic update, the reason i say this is because i just did a search on it and found msconfig in the following directory
C:\WINDOWS\ServicePackFiles\i386
so yeah, you need to update XP, try it and let us know.
Oh, one more thing you can probably try to copy the .exe file from another computer with the same OS ofcourse, not sure if any other version of OS would work, but try that and maybe you'll be able to access the configuration system. (that's if you're unable to update, be it that you might have a pirated version or something)
let us know