Avoid building web services using ColdFusion (or Axis) when they are going to be accessed by Flash. It is a known issue that ColdFusion does not handle multiple levels of complex data types well via web services. You may want to avid CF as your server-side solution until the problem is resolved. Otherwise use Flash Remoting instead of web services to connect to ColdFusion CFCs.
Check out this Macromedia technote for more information.