In our shop trusted intranet sites are set by group policy. So in order to allow an embedded ActiveX control, I use caspol to add my site to the group of trusted sites. If I have ColdFusion running under Apache HTML server on my desktop, I can add localhost to my trusted group, and my ActiveX control loads. But if I'm running the built-in CF server using port 8500, the control doesn't load. If I try adding localhost:8500 to the group using caspol, I get an invalid site error. So my questionis this: how do I make localhost:8500 a fulltrust site? (My browser is IE9.)
Since you are talking about group policies and ActiveX controls, I assume you are working on a Windows machine. Group policies for trusted sites only apply to primary domain names. Thus, IE assumes that sites are only accessed via port 80 (standard HTTP port) or port 443 (standard HTTPS port). Port 8500 is a non-standard port used by ColdFusion's built-in web server and would not be recognized by IE's security policies.
As an alternative, you might install IIS web server on your local machine. If you are on Windows Vista or Windows 7, IIS supports multiple hosts, so creating a host for each application you develop is feasible. If you are on Windows XP, that version of IIS only supports one host (localhost). An alternative to IIS would be Apache, which would allow you to run multiple local hosts even on Windows XP.