I Installed CFMX 6.1 on our live server today, and found that my Java classpath settings had been screwed up during the migration process. All the slashes were missing in the path, so a path like c:\java\activmail.jar would show up as c:javaactivmail.jar in 6.1.
The server in question was running Win2k, which had been upgraded from CF5 - CFMX - Updater 3 - CFMX 6.1 in its lifetime. Just keep an eye out for it after you install, and backup your settings before upgrading.
Update
Rob Brooks-Bilison had already run into this. The solution is to use front slashes. So if you have set any custom classpaths in CFMX on windows convert the slashes to forward slashes before upgrading.
Another Update
Debbie Dickerson pointed out on the CF-Talk mailinglist that this is in the CFMX 6.1 known issues document. Issue 53031