Old thread, new experience. I searched the entire web for a solution to this (no, really … ;-))
Finally, doing what ESP suggests above worked. I extracted a fresh copy of wp-config-sample.php from the downloaded WordPress source, edited it to my needs (using Notepad) and saved it. Done!
One more remark: I’m using WordPress 2.9.1 and the wp-config.php file does NOT have a closing ?>.