config.exe does not need applocale to run. I usually have to wait a few seconds before it pops up on my screen, but you might want to try redownloading Danmakufu, or downloading an older version of th_dnh just for the config.exe (should be the same, as far as I know. Just don't go back too many versions). Be sure to save your scripts elsewhere if you try redownloading.
What exactly are you looking to accomplish with config.exe anyway? For the most part I've never had to use it, save for trying to record rediculus amount of bullets on fraps or something, so I limit my draw fps to conserve some processing power.
Optionally (nevermind, this was foolish).
