MACROMEDIA COLDFUSION 5-ADVANCED ADMINISTRATION Manual page 26

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Click CF Settings and specify any ColdFusion-specific settings. For example,
enter a username and password if required for the data source.
Note
The omission of required username and password information is a common
reason why a data source fails to verify.
Click Create to create the new data source.
ColdFusion automatically verifies that it can connect to the data source.
If ColdFusion cannot verify the data source, the Status displays as Failed. You can
run a against the failed data source to get more detailed information
cfquery
about the problem. You also can try embedding a username and password into
the tag to see if the query works.
cfquery
Chapter 1 Advanced Data Source Management