Fixing problems in ColdFusion security is not just knowing about ColdFusion, but also knowing about Databases and ODBC. Below are a few holes that have been found in various databases and some fixes that can save your site (hopefully).

Advisory: NT ODBC Remote Compromise - This is a 'feature' of the MS Jet Driver that allows VBA scripts to be run within a SQL statment being sent to Access.

And the problem is even more dangerous than we thought. Check out this new advisory from RFP about this and a IIS RDS vulnerability.
RDS/IIS 4.0 Vulnerability and Script