Please provide the link that you downloaded from. It would
appear you are trying to install an old ColdFusionMX 6.0 version.
The current downloads can be found
here.
They are the installers for ColdFusionMX 7.02 and ColdFusionMX 6.1.
If you need a 6.x version you should install 6.1 and configure it.
I would then immediately apply Updater 1 for CFMX 6.1 to update to
6.1.1. The updater can be gotten
here.