Anyway, the point is that if you install CFMX with the built-in web server, and then upgrade to using IIS or Apache, you may find that you end up moving the CFIDE out of the cfusionmx\wwwroot to the inetpub\wwwroot. Or you may choose to move it elsewhere for other security reasons.
Anyway, the installer (in my case at least) does not detect that I no longer have CFIDE in the CFusionMX directory, yet it tries to put it there by default. I was aware of this issue and changed the installer during that step to point to the correct location where I have the CFIDE. The problem is that you may not notice this.
Now, someone suggested that the installer wouldn't have let me proceed if I had let the installer try to put the CFIDE in a directory where it didn't already exist. Fair enough. But what if you had copied rather than moved the directory to the new location (as you might when changing from the built-in web server to IIS/Apache, not worrying about it remaining in the cfusionmx\wwwroot where it shouldn't be executed anyway)?
Again, this is just a warning in case the problem might strike anyone else.