how to get remoting to work if ColdFusion is deployed on the J2EE server (for example, Apache):

flex Project settings:
flex Server settings: root folder should point to the Application server root (say, C:\Program Files\Apache Software Foundation\Apache2.2\htdocs\)
root url: http://localhost/ (whatever is defined as your root in the server's config, for apache, it is httpd.config)
flex compiler settings: add line:
-services "C:\ColdFusion8\wwwroot\WEB-INF\flex\services-config.xml". Tells where to look for services definitions. If you services-config.xml is elsewhere, point to that destination.

flex build Path:
should point to the output folder for your application under server root
(C:\Program Files\Apache Software Foundation\Apache2.2\htdocs\HelloWorld_ro)

what to put in those folders:
after you compile the project, the HelloWorld_ro folder will contain the swf and html files generated for you by Flex.
CFC files should be in the server root dir (not in a folder though... still working on that), in my case - htdocs.

should work!