Assume you have two config files config1.cfg and config2.cfg in some directory, e.g c:\\xxx\\Orbix_6.3.4\\asp\\6.3\\demos\\corba\\orb\\simple\\tmp.

config1.cfg consists of:
include "config2.cfg";

config2.cfg consists of:
include "C:/xxx/Orbix_6.3.4_vc9_32/etc/domains/sample-domain.cfg";
event_log:filters= ["*=*"];

Running the Java demo fails with
C:\\xxx\\Orbix_6.3.4\\asp\\6.3\\demos\\corba\\orb\\simple>java -classpath .\\java\\classes;"%CLASSPATH%" simple.Server -ORBconfig_domains_dir c:\\xxx\\Orbix_6.3.4\\asp\\6.3\\demos\\corba\\orb\\simple\\tmp -ORBdomain_name config1
Initializing ORB
16:35:51.000 2/11/2011 [nbwfhrschnir/10.133.60.43] (IT_CORE:7) E - exception while initializing orb: org.omg.CORBA.INITIALIZE:
Unable to open the ORB configuration file "config2.cfg". Ensure that you have sourced your <domain_name>_env script, generated by the configuration tool ("itconfigure" command).
 Alternatively, do either of the following:
 a) Pass the '-ORBdomain_name <domain_name>' and the '-ORBconfig_domains_dir <config_domains_dir>' as parameters to the process.
 or
 b) Check the directory containing the generated "iona.properties" file is on your CLASSPATH (<config_domains_dir>/<domain_name>).
 In addition you should also check your configuration files read permissions. vmcid: 0x49540000 minor code: 256 completed: No
Exception in thread "main" org.omg.CORBA.INITIALIZE:
Unable to open the ORB configuration file "config2.cfg". Ensure that you have sourced your <domain_name>_env script, generated by the configuration tool ("itconfigure" command).
 Alternatively, do either of the following:
 a) Pass the '-ORBdomain_name <domain_name>' and the '-ORBconfig_domains_dir <config_domains_dir>' as parameters to the process.
 or
 b) Check the directory containing the generated "iona.properties" file is on your CLASSPATH (<config_domains_dir>/<domain_name>).

As a workaround you need to specify absolute paths in the include statement, so in the example above config1.cfg needs to contain:

include "c:/xxx/Orbix_6.3.4_vc9_32/asp/6.3/demos/corba/orb/simple/tmp/config2.cfg";