It seems like in the Java version that come with CF9 there has been done changes to the objects serialization process. So that if for example being on ColdFusion 8 you serialized a query and saved it to a file and then being on ColdFusion 9 you will try to read it from that file and deserialize it, you will get an error like:
Message         coldfusion.sql.imq.imqTable; local class incompatible: stream classdesc serialVersionUID = 204918878759614904, local class serialVersionUID = -4268876343395905062 

classname coldfusion.sql.imq.imqTable

I wasn't aware of it till yesterday when i got an email from Sami Hoda stating that he have problems running cfFirewall.
So i did some tests today and as soon as i deleted previously saved settings and created them again all started to work well.
This way, thouse of you who will get into such situation, all is needed is:
  1. save your settings from: Allowed Scripts, Bad Strings, Filtered RegEx, IPs
  2. in the cfFirewallFiles empty the following files: allowedScripts.cfm, badStrings.cfm, filteredRegEx.cfm, ips.cfm
  3. create your setting records again

That's all. Have a nice day everyone.