This is normal behavior.
CF executes https://coldfusion.affiliateshop.com/main.cfm and
doesn't know what to do with "/xxxxxxx" unless you explicitly
program that in.
HOWEVER, the web server says that the path to the request is
"https://coldfusion.affiliateshop.com/main.cfm/xxxxxxx/" which is a
legitimate path.
That means that if you use relative links for anything they
start in "/main.cfm/xxxxxxx/", not "/".
That is one reason not to use this approach for dynamic
folders. It's best to use Apache's mod_rewrite (If you are using
IIS, switch to Apache ASAP!).
If you insist on not using the web server to handle the
dynamic directories then you must use absolute links to everything.
EG: Use
<img src="/bannerDefault.jpg" alt="Big Ol Banner" />
instead of
<img src="bannerDefault.jpg" alt="" />.