When I attempted to create a new CFM file within an an existing project, upon typing the dot (.) the upper status section of the 'New ColdFusion Page' reports "Special characters are not allowed in CFM name" and the finish button is disabled. Only after deleting the entire name did the "Enter Page Name" status return.
Workaround - type in the file name as you want it (extension and all) and click on the errant status message in the status section. It runs away and the Finish button is enabled - best of all, the file is created when clicking Finish.
We have fixed this issue post Beta 3.