HI,
I'm sure you know the default CF error page that you see if
your SQL statement is incorrect, where it shows to you the
incorrect SQL statement and the error message that the SQL server
returned.
Hackers can use pages like that to not just display SQL error
messages but also a table dump of your DB tables.
So first of all place a "Site-wide Error Handler " page, and
make sure none of your scripts return a "raw" error description.
There are other additional steps that need to be taken to
secure a site, but this is a start.
cheers,
fober