|The problem is likely due to the fact that BlueDragon/.NET enables multiple admin consoles, one per web site or virtual directory (because .NET regards each web site or virtual directory as a different "application domain"). The problem is likely that you're adding/verifying the datasource in one admin console (such as that for the web site root), but running your CFML page within a virtual directory or another web site. You must add the datasource (and any admin configuration settings) in the admin console for the web site or virtual directory in which the code is running. For more info on finding the appropriate Admin Console, see FAQ 333.
If you're concerned because you want to add a datasource to all the admin consoles, and don't want to add/update it one-by-one, be aware that BlueDragon/.NET supports a notion of inherited global admin settings, where you edit a central bluedragon.xml with the desired shared settings, and all the web sites and virtual directories inherit from that. See section 3.1.2 of the manual for more information.
For more information, see the manual, "Deploying CFML on ASP.NET Servers", particularly sections 3.1.1 and 9.1.7 (the section numbers are as of the 6.2 release of the docs).