Lots of folks (myself included) have reported problems with CFMX not starting when we reboot our machines. Indeed, there has been a vigorous discussion of the issue on CF-Talk June 6 (tried to publish this blog item then but for some reason it didn't take).
Anyway, Dan Switzer offered a solution that has worked (most of the time) for me. See his blog entry of 4/17/03. Great stuff, Dan.