i emailed dick about this, and he asked me to post this up.
if you want to map an url, eg http://localhost:8500/web to a directory on your mac, eg /websites then you can do so by editing the jrun-web.xml file (with a text editor) in the WEB-INF directory (/opt/coldfusionmx/wwwroot/WEB-INF)
with the text between resource path being the path at the URL, and the system-path being the path on your system!
just posting this as it might be of use to someone!!