source: http://www.securityfocus.com/bid/5011/info

ColdFusion MX is prone to cross site scripting attacks.

Attacker-supplied script code may be included in a malicious missing template URI generated by the default Missing Template handler of ColdFusion. The attacker-supplied script code will be executed in the browser of a web user who visits this link, in the security context of the host running ColdFusion. 

http://CF_MX_SERVER/<script>alert(document.cookie)</script>.cfm