You may want to try a coldfusion forum
might try explicitly making it a string
<cfset fileName = 'BudgetAccount_#mydata.accountShort#_' & '#DateFormat(now(),'mm-dd-yy hh:mm:ss')#' & '.xls'/>
Side note: If you are using a Windows 2008 server I've had issues with it not allowing dates in file names. But this is a separate issue.
i tried dumping it and get it out fine:
c:\10 Aug 2011 02 08 15.xml
its the filename in the cffile that is not liking it
opps the error was else where, my data was complex