Yea, check out the assembly attribute in the cfobject tag.
It's also in the arguments list in the createobject() function.
Depends on which way you like better to instantiate objects.
You can use the direct path to the assemly, i.e.
"<cfobject ...assembly="c:\dlls\test.dll">" or if you don't
include the absolute path it'll look in the global assembly cache
(which you can register custom .DLLs with the gacutil.exe) or in
the $CF_HOME\WEB-INF\cfclasses\dotNetProxy directory. I just tend
to drop the dll's in the dotNetProxy directory and add the filename
to the assembly tag. So in your case, copy the
system.directoryservices.dll from your
c:\WINDOWS\Microsoft.NET\Framework\version\ directory to the
dotNetProxy directory and all will be good.