what, if anything, have you specified on the URLPath attribute of your cfindex?
what column are you referring to in your cfsearch results? You might want to post a sample of what you get if you dump out a row from the results so we can see all the columns.
Couple of ideas.
You could use the custom1..4 attributes when doing the cfindex to populate the collection with those filenames. These can then be referenced in your cfsearch results.
Or, you could use a simple regex to extract just the filename, or even something like listLast(url, "/")