Check if you have made the following mistakes:-
1) Have not kept the "File Type" to "All Files": With this, the file will be saved as user.cfg.txt or whatever - Which won't be detected by the game.
2) Format, rename errors: The format of the file should be .cfg! It won't work if you save it as usercfg.cfg, etc!
If you have done it correctly, it will work. Your HP will drop until it reaches 0, but you won't die.