If you are using hyperterminal, give a Capture Text (from Properties menu) and specify a file name (say C:\capture.txt). Now issue a "show run" command and keep pressing space or Enter, until the whole configuration is listed. Once this is done, Stop the capturing from the same menu.
Now you will have the router config on capture.txt file.
Another way to do it is to copy the file into a tftp server.
Set up a tftp server and issue the following command on the router.
copy running-config tftp
Router will prompt you to specify ip address of Tftp SERVER, and destination file name. Specify a file name for the file being copied on to tftp server. The file can be found in the default TFTP folder of the TFTP server. (Make sure you are able to reach the TFTp server from the router)
Hope that helps!
UC Solutions Architect
Pacific Northwest | CDW
CCIE Collaboration #17135 Emeritus