I want to convert[copy to new URL] a whole PHP Site to a CFML Site, the easiest way is to go to each webpage[*.php] separatelly rename to[*.cfm] and translate the code [PHP>CFM] myself ?

This is what you should ideally do. Study the site and all the original documentation, to understand what the application is all about. Analyse and design the new site, as if starting from scratch. Use the PHP pages only for reference. This assumes of course that there are enough resources available.

I've never heard of any code-conversion utilities between PHP and CFML. I'm not sure there is any 'easy' way to go about the conversion, however, your approach sounds like a logical place to start. That assumes that your PHP site does not use a framework (Zend, CakePHP, CodeIgnitor, etc.) and is, in fact, a collection of PHP files. That said, maybe someone else out here has heard of a good utility!