logman -cnf option is not working for me

On Windows XP or Server 2003, I run the following command:

logman create counter MyFirstPerfLog -o
"c:\myScripts\WindowsPerformance\MyFirstPerfLog.blg" -v mmddhhmm -rf 24:00:00
-cnf -cf "c:\myScripts\WindowsPerformance\counters.txt"

The counter is created without any problem. But when I look at the
properties of this counter, even though the option, "start a new log file",
under "when a log file closes" is enabled, it is not checked. I've tried the
following variation of the above as well:

-cnf 00:00:00

I'd appreciate it if somebody could point out my error!

Thanks