The -config file option belongs on the SAS command line.
For local SAS, the SAS command is in the Windows registry. If you want to change that, tech support can probably lead you through that process.
You can also influence the configuration by specifying additional config options in the sasv9.cfg file.
If you want to switch between different configurations, you might consider setting up a SAS metadata server that contains different server definitions, and use the object spawner to launch different SAS sessions with different command lines.
You can also use the EG repository to define multiple servers, and use object spawner as initialized with a config file of its own.
Much of this is discussed in the administration docs, such as the Admin Guide for SAS Enterprise Guide linked from http://support.sas.com/eguide.