Kumar Shah has a nice article about installing ColdFusion 9 on a Windows 7 64-bit with IIS.
I had some of his problems when I tried to install CF9 on my Windows 7 64-bit, but I was less patient than he and I gave up; decided to uninstall IIS and switch it for Apache.
Now I have my CF9 working fine with Apache. Reading his article, I might try to go back to IIS to test it.
Here is Kumar’s article.