This took me a little bit to figure out, so hopefully this will save someone else some work.
Your mercurial configuration file should be named "mercurial.ini" and should live in %userprofile%, e.g. C:\Users\Rob\mercurial.ini.
You may name your global ignore file anything you want, e.g. hgignore.ini, and place it anywhere you like. I prefer to keep it with my mercurial.ini file, so it also lives in %userprofile%, e.g. C:\Users\Rob\mercurial.ini.
Then you place a line in your mercurial.ini file that points to your ignore file:
[ui] username = Rob ignore = ~/hgignore.ini merge = bcomp
[extensions] extdiff =
[extdiff] cmd.bcomp = C:\Program Files (x86)\Beyond Compare 3\BComp.exe opts.bcomp = /ro
[tortoisehg] vdiff = bcomp
[merge-tools] bcomp.executable = C:\Program Files (x86)\Beyond Compare 3\BComp.exe bcomp.args = $local $other $base $output bcomp.priority = 1 bcomp.premerge = True bcomp.gui = True
The "~/" specifies your home directory. Note that even though it uses the "/", this works fine on Windows.
Here's an example hgignore file that I borrowed. See the links incorporated in it for the sources. Note that I have commented out a few entries, i.e. using "#", for items that I like to check into Mercurial, e.g. *.exe and *.pdb.
# Ignore file for Visual Studio
http://blogs.planetcloud.co.uk/mygreatdiscovery/post/Mercurial-ignore-file.aspx
http://stackoverflow.com/questions/34784/mercurial-setup-for-visual-studio-2008-projects
use glob syntax
syntax: glob
Ignore Visual Studio files
*.obj #*.exe #*.pdb *.user *.aps *.pch *.vspscc *.vshost.* *_i.c *_p.c *.ncb *.suo *.tlb *.tlh *.bak *.cache *.ilk *.log *.tlog *.idb *.sdf *.opensdf *.embed.* *.intermediate.* *.lastbuildstate *_manifest.rc *.ipch *.lib *.sbr *.scc #[Bb]in #[Dd]ebug*/ obj/ #[Rr]elease*/ _ReSharper*/ [Tt]est[Rr]esult* [Bb]uild[Ll]og.* *.[Pp]ublish.xml
Good luck!
Rob