Check this thread, if it would help you: http://forums.adobe.com/message/6019240
Also, I would generally advice against using cfgrid's java implementation - furthermore, skip cfgrid completely, and use a modern JQuery grid plugin or such.
But cfgrid's html implementation works well, as long as you don't work with dateformatting, which has some issues - you need to format dates specifically on the database side, and use text datatype in order to make it work usually.
But if you can make it work with the help from the other thread, by all means, stick with it if it suits your needs.
-Fernis