Each time I use FSX the fsx.cfg in C:\Users\Ray\AppData\Roaming\Microsoft\FSX is replaced with a new one. The one I want to use is named FSX.CFG. Is the fact that its FSX.CFG and not fsx.cfg that is causing this to happen?

If you make changes to any settings during a FSX session a new FSX.cfg file is saved. If you want multiple .cfg files this is possible also. Once in a flight get things the way you want and then Options/Settings/Save will open up a file box where you can descriptively name your files. Now these can be loaded at any time, even with FSX running.

 

The capitalization does not matter to Windows.