After issues with reinstalling JRun 4 with my current install of OS X, I decided to instead move to running ColdFusion MX 7 on Tomcat. In many ways, the setup was much easier than my previous setups of CF on JRun 4..
1. Install Tomcat (see the instructions at Apple Developer Connection)
2. Download the ColdFusion Developer Edition and follow the instructions at Macromedia Support “Installing and Deploying ColdFusion MX 7 on Macintosh OS X“.
3. Download MySql to use as your backend database. See mysql.com for the download. There is also helpful install instructions at http://www.entropy.ch/software/macosx/mysql/.