If you are running multiple instances of ColdFusion you may manage those instances via the JRun Management Console (JMC). If you are on Windows and you installed a Windows service for each of your instances it is important to note that starting those instances via the JMC does not start the associated Windows service. Instead it launches the JRun instance as an application running under the same user the JRun admin instance (the "Macromedia JRun Admin Server" service) is running under.
Why might you care? Well, by default the JRun services run under the local system account. If you have modified your CF instances to run under another account via the Service Manager but left the JRun admin instance as is, you may run into issues when you launch your CF instances via the JMC. At this point they will be running under the the local system account, or whatever account you have your admin instance configured to run under, and that account may not have the permissions your instance needs.
What to do? One option is to always start the services using the Windows Service Manager. If your instances use different accounts this may be the only option short of launching JRun via the command line. If all of your instances run under the same account you may also be able run your admin instance under that same account. Instances launched via the JMC would then have the correct permissions even though the associated Windows service may not be started.
This was all observed in CFMX 6.1. I'd be interested to know if the same applies to the Enterprise Manager built into the CFMX 7 administrator.