How to Bind to a custom App.Config file?

One of questions I ever had when I worked on the ISAPI extension was where to store the configuration file. The ISAPI extension is in unmanaged code hosted in IIS via dllhost.exe. It will interact with the backend managed code by COM interop. The manged code will create WCF proxies to communicate to the WCF web service. Therefore, the configuration file will be required by the WCF code to load the information regarding to the contract, binding, endpoint, and client behavior. A naive solution is to use dllhost.exe.config in the Windows system directory. Fortunately, the article by Ohad -- Binding to a custom App.Config file provides a useful information to solve the problem.