Hey Ljevans,
I found some info on this while trying to help Calista. It appears that this is a bug in CF 4.5 that may or may not be fixed in SP2. I couldn't determine based on the information I saw but it sounds like you can try un-checking daylight savings time or installing SP2. Either of these may work for you. Someone in the allaire forums posted this as a possible workaround as well.
<CFSET tzStruct = GetTimeZoneInfo()>
<CFSET dateString =
"#DateFormat(Now(),'DDD, DD MMM YYYY')#"
& " #TimeFormat(Now(),'HH:mm:ss')#"
& " -"
& "#NumberFormat(tzStruct.utcHourOffset,'00')#"
& "00">
Then in all of your CFMAIL tags on the same page put the following:
<CFMAILPARAM NAME="Date" VALUE="#dateString#">
Good luck,
GJ