If you want IIS to send a 404 for any CF SEO URL like that then try adding a new handler to your web.config:
<system.webServer>
<handlers>
<remove name="Handle-CF-SEO-URLs-As-404" /><!-- for safety -->
<add name="Handle-CF-SEO-URLs-As-404" path="*.cfm/*" verb="*" modules="StaticFileModule" resourceType="File" />
...
</handlers>
</system.webServer>
This obviously needs to precede your .cfm/.cfc
handlers.