That didn't solve it for me. Turning on detailed error pages for a 404 error (that is not a CF file) will cause an IIS detailed error page to show.
My workaround is this (404.cfm)
<cfsetting enableCFoutputOnly="true">
<cfheader statuscode="404" statustext="Not Found">
<cfheader name="Connection" value="Close">
<cfsavecontent variable="errorPage">
<cfoutput>
<p>Put your error page in here</p>
</cfoutput>
</cfsavecontent>
<cfcontent reset="Yes" type="text/html">
<cfheader name="Content-Length" value="#Len(errorPage)#">
<cfoutput>#errorPage#</cfoutput>
You can also refer to the StackOverflow page for this bug: