ColdFusion 9 - The event viewer gives me this error.

Indeed. I too found the JNBridge settings to be in a bit of a mess. Windows finds an error with it everyday.

Adobe consultant Vikas Chandran has a possible solution. It involves matching the port settings in the 2 configuration files, C:\ColdFusion9\lib\neo-dotnet.xml and C:\ColdFusion9\jnbridge\jnbproxy.exe.config.

Back those files up, as you're going to edit them in a text editor. The  file neo-dotnet.xml should contain an element similar to

<struct type="coldfusion.server.ConfigMap">
            <var name="port">
                <string>6087</string>
            </var>
            <var name="dotnetport">
                <string>6088</string>
            </var>
            <var name="protocol">
                <string>tcp</string>
            </var>
            <var name="install_dir">
                <string>C:\ColdFusion9\jnbridge</string>
            </var>

</struct>

Those port settings must match 2 corresponding settings in jnbproxy.exe.config. It is likely that this file doesn't yet have the port settings. If so, add the ports. You should end up with something like

<?xml version="1.0"?>
<configuration>
    <startup>
    </startup>
    <runtime>
    </runtime>
    <jnbridge>
        <dotNetToJavaConfig scheme="jtcp" host="localhost" port="6087″/>
        <javaToDotNetConfig scheme="jtcp" port="6088″/>
    </jnbridge>
</configuration>

Save this. Restart the Windows service ColdFusion 9 .NET Service.