I'm sure many of you already know this, but just in case, I've been beating my head against a wall for a while to get this working. SQL Server 2005 Express Edition and the default settings do not work well with CF. I searched and FeedSquirrel found me a set of instructions for how to set it up. Unfortunately, that blog no longer seems to exist (originally from http://www.orbwave.com/cfjboss/2006/04/connecting-coldfusion-to-sql-server.html), but I've found another version of it here: http://www.