Introduction
phpMyAdmin want config.inc.php to be not world writable, it's sound simple, but not if you run phpMyAdmin from an NTFS filesystem (in my case, linux server who mount a Windows folder) it's not that simple.
There are two way to solve this problem:
Simple Way, Linux / Unix Server, Linux / Unix Filesystem
Just change permission of file:
$ sudo chmod 755 config.inc.php
Linux or Windows Server, NTFS Filesystem
If like me you run a Linux Virtual Machine who mount a Windows folder where phpMyAdmin sources are located, edit config.inc.php and add this line:
$cfg['CheckConfigurationPermissions'] = false;
This will tell phpMyAdmin to stop checking for fileperm because they can't be properly detected.