If you have the ColdFusion post-installation screen still open in your browser 'refresh' it.Check 'CGI', 'ISAPI Extentions', and 'ISAPI Filters'.Expand the 'Application Development Features' Node.Expand the 'World Wide Web Services' Node.Expand the 'Internet Information Services' Node.
The solution is very simple, all you have to do is enable CGI and ISAPI in IIS! The following instructions apply to Windows 7 however they are very similar in Vista. If you install IIS 7 with its default options on 7/Vista and run the ColdFusion 8 or ColdFusion 9 installer you will get a funny little 500 server error when the installer tries to run the post-installation scripts on your server. I've also done this process on windows Vista so I know it works for both Operating Systems. After much head scratching I finally got ColdFusion working on my Windows 7 computer.