Possible problem people may be encountering when trying to perform the change
The solution posted worked for me.
Jonzer, when I first tried changing the realmlist I had my WoW program opened. After saving the changes I made to the realmlist I closed notepad, the program I opened it with to make the change, I then closed wow to restart it. When I tried logging in I found I still encountered the same problem I was having. I reopened the config.wtf file and found that it was unchanged. After discovering that I closed WoW and the notepad then reopened the notepad and applied the change again, saved it, then closed the notepad. I rechecked to make sure the changes I had made were still there and they were. Then I opened the wow program and it worked.
I don't know if this was the problem you were having but I thought it would be good to share it just in case you or others encountered my same problem.
Step 1: Be sure that the wow program is closed.
Step 2: Perform the changes to the "Config.wtf" file and save.
Step 3: Reopen the "Config.wtf" file and verify that your changes were successful and remain.
Step 4: Open WoW and attempt to log in.