Straight from the ColdFusion Documentation
You can change the port on which the built-in web server runs.
To change the port for the built-in web server:
1. Back up the jrun.xml file.
This file is in the cf_root\runtime\servers\default\SERVER-INF directory in Windows, and in the cf_root/runtime/servers/default/SERVER-INF directory on UNIX.
2. Open the original jrun.xml file for editing.
3. Change the port number [...]