I have a ColdFusion 8.1 application. It gets heavy use and I see jrun.exe getting very high memory usage in the task manager. This is a 32-bit windows 2003 server. When Jrun
You didn't specify whether or not you were using the stand-alone server instance or a multi-server configuration. If you're getting a heavy volume of traffic and have a dual core machine with a lot of physical memory, I would consider looking into the multi-server set-up for CF8 and putting together a cluster with load balancing. This will help to distribute your traffic across several instances of CF8 and, assuming you have a beefy server, make better use of the physical resources that you have available.
-Rick