Users are used to copying programs and having them work? Not on the Windows platform. Since when did "drag and drop" deployment become "Partial drag and rename the files whatever you like deployment"? No one would expect that to work.

There is something called "structured exception handling" that will allow you to catch exceptions in your code so that if the config file is missing the application will degrade gracefully.

Also, you can create an install project for your solution if you need to install an application the conventional way.