Did you run sndconfig as root or a normal user? If you got the error as a normal user, it couldn't write the config because it's a superuser file and needs to be edited with superuser privs. If you got the error as root, it could be that the permissions on the file are wrong, or the directory where it wants to put the file doesn't exist and it can't create it for one reason or another. You should also do this:
ls -l dev/dsp
and let us know what the output of that command is... it could be that the dsp device wasn't built for some reason when your devices directory was created.