submit custom form drupal 7
You wrote
$block['content'] = my_module_form();
which mean you called a function which return just an array.

You need to tell drupal that i am creating a form, for this use drupal_get_form

case 'my_module_config':
  $my_module_form = drupal_get_form('my_module_form');
  $my_module_form = drupal_render($my_module_form);
  $block['subject'] = '';
  $block['content'] = $my_module_form;
  break;