Seems that the TCP connection between JRun (which underpins ColdFusion) and its Web server connector can get somewhat overwhelmed by the bursty nature of ColdFusion pages.
(Normally, ColdFusion doesn't send any data back to the Web server until the page is completely finished, as the last line of a template could be a CFLOCATION or CFHEADER tag, and once the HTTP header is sent, it can't be altered nor retracted.)
Using Ethereal to analyze the communication, it became clear that the JRPP connections (JRPP is the protocol used for JRun's Web server connectors to talk to JRun itself) were stalling because of something called "Silly Window Syndrome" avoidance (see RFC 1122), when the receive TCP buffer at the Web server was getting quickly filled. The stalling was prevented by increasing the TCP max window size in Windows by making a few registry settings.
Here's the contents of the registry file that adjusts the TCP max window size to roughly 128k (instead of the default ~17k):
Windows Registry Editor Version 5.00This also helped speed up my Internet downloads for my home PC. I'd recommend applying the change to any Windows box with more than 256MB RAM.
For more on TCP options under Windows, see
this TechNet article.