I'm coming at CF as a complete noob.

Basically I was looking the blue dragon server as a poor man's cold fusion. I'd be hoping to evaluate the cold fusion experience with this tool alone (locally), before deciding if it is worth the investment in time (and possibly money) to master the technology. I saw that not all the cold fusion tags are supported - but not knowing the lingo, I don't know if what is missing is important!

As you say I guess I could use shared hosting with CF support, its just a lot easier to test on my localhost XAMPP setup if that is a possibility wioth this tool. Of course I wont spend 1300 odd on the adobe software just for a local test environment.