Some troubleshooting things to check:
Have you unzipped it?
Did you put it in the following folder: Treasure_of_Nadia_-_PC-v.XXXXX\www ?
Are you sure you didn't say yes when the game was asking you if you wanted to change it back?
If you right click on the config.set file and choose open with notepad does the contents look like this:
Bro,Dear,My Brother's,My Son's,Your Son's,My Brother,My Son,1Hero,My big Brother,My little boy,Your little boy,Sis,My Sister's,Your Sister's,My Sister,Your Sister,My little sis,Your little sis,Sister,Mommy,Mom,Mom,My Mom's,Your Mom's,Our Mom,Your Mom,My Mommy's,Your Mommy's,My Mommy,Your Mommy,Mom,Jessica,Pricia,Naomi,Madalyn,Maddy,Maddy,Diana,Di,Diana,Diana,Michael,Mike,Mike,Clare,Clare,Sam,Alia,Ali,Alia,Tasha,Tasha,Joey,Joe,Corn,Cornell,Dr Amor,Jessica,Jess,Jess,Albert,Al,Sofia,Emily,Emily,Evie,Cape Vedra,Beach,Home,House,Library,Doctor Office,Church,Cemetary,Lighthouse,Squallmart,Full Mast,Mansion,Massage Parlor,Estero Key,Estero,Estero Lake,Estero State Park
?
