Normally you would only run the Migration/Configuration portion of the ColdFusion MX 6.1 installation the first time the ColdFusion Administrator is opened. Enabling RDS, re-installing the ODBC services, or migrating settings from a previous version of ColdFusion are reasons why you may want to run it again, even after the install of ColdFusion has been completed. The TechNote below will tell you how.
Rerunning the ColdFusion MX 6.1 Configuration and Settings Wizard