I think here you are following wrong approach:
- You are loading all options of the select box by ColdFusion then applying jQuery auto complete ovet the select element.
I think the best approach would be:
- Define a selection element:<select name="Mylst" id="Mylst" ></select>
- Bind jQuery auto complete to the select element.
- Load option to the select box when some one types some thing / some one clicks on that.
Again, if that select box contins options which changes very rarely then you can applying caching in server side for fatser processing.
Hope it will help you!