Both JRun and ColdFusion MX support Server Side ActionScript, but there is a difference.
In ColdFusion there is an Object called CF with two exposed methods query and http. Using CF.query we can retrieve data from the database by executing SQL query.
There is no such object in JRun. 🙁
I came to know about this when I was trying to port my server side actionscript file (.asr) from ColdFusion MX to JRun.
You can read more about this in Macromedia Forum.