my.cnf is the mysql configuration file. I think it is in different places on different servers. I have a separate server that runs mysql and the file is in the /etc directory.
You may want to post in the
Server Configuration forum on vb.com to get your server configured correctly. Or, since you are new to servers and may not know how to modify the php/mysql config files, you may want to look into hiring someone to deal with your server.