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I believe your best option is to purchase the ColdFusion software for cfm pages.
You could always configure your FP to open and edit cfm files but I'm not sure about the resulting output, especially with FP2000. You may want to look at the features in FP2003 and see if there is a facility for maintaining cfm pages.
I believe with the newer version of Cold Fusion the editor that works best with it is DreamWeaver. Older version of CF used a program called Cold Fusion Studio which in my opinion has more options available for CF editing than DreamWeaver does.