At first - sorry for my bad english and possible mistakes... I'm from Russia... Can I use coldfusion on windows7 or vista?
http://www.adobe.com/products/coldfusion/systemreqs/ Although it doesn't specifically list them as supported platforms, it does run on both Vista and 7 without issue, in addition to countless linux distros as well.
I have tested on Windows 7. First time, CF9 crashed my computer. Second time, it worked fine. So be careful when installing it on Win 7.