Confirm that my.cnf file has loaded OK
If there's only one my.cnf file, and it's  /etc/my.cnf, then that's the one it loads. From the manual:

On Unix, Linux and Mac OS X, MySQL programs read startup options from the following files, in the specified order (top items are used first).
/etc/my.cnf   Global options
SYSCONFDIR/my.cnf Global options
$MYSQL_HOME/my.cnf    Server-specific options
defaults-extra-file The file specified with --defaults-extra-file=path, if any
~/.my.cnf User-specific options (in your home directory)

So, if you check the other directories and there are no my.cnf files, you can be certain it's loading from /etc/my.cnf.
If you use MYSQLAdministrator, supposedly you can get it from Service Control-&gt;Configuration File-&gt;Config filename,  as per this post.