The config file is a file with .cfg extension which contains some parameters/settings that will be used during the game. It may contains some commands from the for example, which are associated with some keys from the keyboard for easy of use during the game.
The game is loading initially all those parameters from the config.cfg file which is loaded when the game starts. This config.cfg file may be loaded at any time from the console and it can be personalized. The command which loads a config file is /exec name.cfg [where "name" can have any value. If you encounter problems to config file execution, be sure that the path where it is placed is HLDS/cstrike/name.cfg.

Download the config file copy it into cstrike folder and when you connect to the server console type exec.name.cfg . To return to your default configuration just type exec.config.cfg