I just want to post this link in a highly visible space. It seems some folks are having problems with the Mystic Beta 3 installer. The Adobe folks have done a great job of outlining the steps required for installation on many platforms. Check them out here:

Installing ColdFusion Flex Connectivity Beta 3

Something important to note that has come up in a couple emails, is that cf running on JRun is not always the same as a multi-server cf install. So check out the instructions for the install that matches your setup.