CF is tied to your main AE serial. If AE works, CF should work. If it doesn't, you may wish to uninstall AE and let AAM reinstall it or install it manualyl using the trial version.
The Adobe AE installer always installs Color Finesse for you with no extra work on your part. It is then automatically serialized the first time you apply Color Finesse to a layer.
If you've tried using an installer from our website (which does require a serial number), then as Myleium says, the easiest fix is to uninstall AE and then reinstall it.