If you are doing a QofQ's in CF5 with an ORDER BY, the columns in the order by statement must be in the SELECT statement, otherwise it throws an exception. So if you have a column that your only using for sorting you must add it to the select statement, even if you don't need it in the resulting query.
This bug does not exist in CFMX thankfully, I found it while testing an application developed with CFMX in CF5.