If your using windows 7 or maybe vista..(I don't know anything about vista) Program file ini.'s kind of get locked. The system stores the one you can edit elsewhere.. (at least on windows 7)
Try going here.. C:/Users/[name file]/app data ((usually a hidden folder.. if so go to tools-folder options-view and check "show hidden folders"))/Local/Virtual Store/Program Files x(86) or just normal program files..
Search for your Fallout New Vegas folder and change the ini. in there. I can't be sure this is why it's not working for you because I got new vegas on xbox.. but in the past if I've had problems with ini. files this is the reason why.