The config.div file should be in the '..\Divine Divinity\Run' folder (with the other 2 files you found), at least in Windows 9x and XP.
If you have Windows Vista and installed the game to the default Program Files folder path, depending on how you have your user accounts set up, Vista can create the savegames folder under the user data folder, and map that folder to where the game expects it to be when the game is started. Perhaps it did the same with the config.div file? Check for the file in the location;
C:\Users\{account name}\AppData\Local\VirtualStore\Program Files\Divine Divinity\Run\config.div
Do you have Windows Explorer set to hide hiden and system files (the default in XP and Vista)? The config.div file should not be marked as either hidden or system, but if this isn't a case of Vista moving files around (intended so different users can keep their saved games separate), then it couldn't hurt to check that.
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