[texhax] texmf.cnf problem for DevanagariTeX in Ubuntu904/Texlive

[P. P. Narayanaswami]

I use Texlive that is bundled with Ubuntu 9.04 with the texmf root
directory residing at /usr/share/texmf.  I wanted to install DevanagariTeX2.15,
whose filesystem confirms to TDS.  The instruction that comes with the README
file is  is to edit the texmf.cnf file (in web2c directory)
and modify the TEXMF variable. Insert the line  
    DEVNAG = /path/to/velthuis
and then modify the TEXMF definition as:
    TEXMF = {!!$DEVNAG,!!$TEXMFLOCAL,!!$TEXMFMAIN}
Rebuild the file database.

When I do exactly as above, nothing happens and  kpathsea library is not finding
the files. On looking at the texmf.cnf file in /texmf/web2c,
I find the following precautions at the very beginning of the file:

% This file is automatically generated by update-texmf
% PLEASE DO NOT EDIT THIS FILE DIRECTLY. It is meant to be generated from
% files in /etc/texmf/texmf.d/.
% While changes made by users will not be overwritten, they will cause
% you trouble. You will be shown the differences between the edited and
% the newly created file. We will try to merge our and your changes, but
% that might not always work, and you will probably have to edit again.
% Therefore, if you want a smooth upgrade, please edit the files
% in /etc/texmf/texmf.d,
% or create an additional one (with the extension '.cnf'),
% and invoke update-texmf.

What does this mean?  Am I not allowed to edit and change the texmf.cnf
file, and in that case, how can I accomplish the changes need to install
DevanagariTeX?  Any help will be appreciated. Thanks in advance.