Put this code in your application.cfm page (after your cfapplication tag):
<cfif IsDefined("Cookie.CFID"

AND IsDefined("Cookie.CFTOKEN"

>
<cfset cfid_local = Cookie.CFID>
<cfset cftoken_local = Cookie.CFTOKEN>
<cfcookie name="CFID" value="#cfid_local#">
<cfcookie name="CFTOKEN" value="#cftoken_local#">
</cfif>
This will change the cfid and cftoken to "session" cookies, which will be deleted from the user's computer when they close their browser. If they don't log out beforehand, it won't matter, since their session won't be valid when they come back.
Note, this method will not delete the session variables that are associated with the cfid and cftoken from the memory of the server; it will only delete the cookies from the user's browser when it is closed; their session will time out when whatever timeout value is reached for sessions, depending on whether you are setting it in application.cfm or in the CF administrator.
-Tek