in regards to your question about the server.cfg - there isnt one, u have to make ur own ^_^
im having the same problem with the gui but only for counter-strike: source. the TF2 srcds gui loads fine and i just installed srcds with the hldsupdatetool thingo to find the little command prompt box for CSS works fine as well (which i spose is fine, i just dont like the fact that i have a problem i cant fix).
anyways i dont really know much about computers *LOL NOOB LOL*, but im not the sort of person whos too lazy to try to sort out their own problems. ive tried a couple of things to fix this myself.
looked around steam support page & forums to no avail
full reinstall of steam platform incl deleting all registry entries & prefetch
full reinstall of source dedicated server from steam tools menu
loading TF2 dedicated server from the steam list then changing it to CS:S when little config box appears cos in my steam folder theres source dedicated server and source dedicated server 2007. yeh i know that one was a long shot but the problem doesnt make sense either so i was like w/e worth a shot.
source dedicated server worked about 6 weeks ago but it seems one of the recent updates a few weeks back fkd it
running Windows XP SP 2 + .net framework 2 totally legal *cough*
>_>
gday from perth, australia btw ^_^