Just thought I’d post my solution to this problem as it doesn’t seem to be worth the time to make an article on it for Adobe on their site despite being a common problem..
Essentially I upgraded a Windows 2003 server from CF8 to CF9. Once done I couldn’t access any of the websites as it was asking for authorization creds.. It took me a while and a lot of searching on the internet (nothing found on Adobe’s site as I noted above there) but it came down to that there weren’t the right permissions being placed on the Coldfusion installer directory. I tried just changing a few of the DLL files but that didn’t do it and ended up just changing the permissions for the whole install directory so that IIS can get a hold of what it needs in there.
Some people had issues with a 32 bit install on a 64 bit machine, that wasn’t my case. If that’s your case then go get the 64 bit install. If you have to do the 32 bit install then there are some items you have to do, those are easily found with a search in Google. Ben Forta actually covers that on his blog somewhere.
Anyways, hope that helps somebody. All is well now.