Best Practise is first remove the connector from your previous server(using WSCONFIG utility) which is ColdFusion 9 in this scenario, and then check IIS manager if any thing left for ColdFusion 9 which is redirecting it there, if you find anything there remove it manually.
And then install ColdFusion 10 and create the connector, because if there are any left over of previous server you will face this issue.
Installer of ColdFusion 10 will not remove these setting when you upgrade from ColdFusion 9 to CF 10.
Regards,
Priyank