Japanese Characters working as URL parameters, turning to question marks when in URL string itself

I'm having some trouble getting coldfusion to see japanese
characters in the URL string.
To clarify, if I have something like this:
http://my.domain.com/index.cfm?categorylevel0=Search&categorylevel1=%E3%82%A2%E3%82%B8%E3% 82%A2%E3%83%BB%E3%83%93%E3%82%B8%E3%83%8D%E3%82%B9%E9%96%8B%E7%99%BA
All of my code works correctly and the server is able to pass
the japanese characters to the database and retrieve the correct
data.
If I have this instead:
http://my.domain.com/index.cfm/Search/%E3%82%A2%E3%82%B8%E3%82%A2%E3%83%BB%E3%83%93%E3%82% B8%E3%83%8D%E3%82%B9%E9%96%8B%E7%99%BA
My script (which works fine with English characters) parses
CGI variables and converts these to the same URL parameters that I
had in the first URL using a loop and a CFSET url.etc..
In the first example, looking at the CF debug info shows me
what I expect to see:
URL Parameters:
CATEGORYLEVEL0=Search
CATEGORYLEVEL1=アジア・ビジネス開発
In the second example it shows me this:
URL Parameters:
CATEGORYLEVEL0=Search
CATEGORYLEVEL1=???·??????
Can anyone suggest means for debugging this? I'm not sure if
this is a CF problem, an IIS problem, a JRUN problem or something
else altogether that causes it to lose the characters if they are
in the URL string but NOT as a parameter.

My suggestion was that you test with the
first url, not the second. However, I can see a source of
confusion. I overlooked your delimiter, "/". It should be "?" and
"=" in this case. With these modifications, we get
<cfif Len(cgi.query_string) neq 0>
<cfset i = 1>
<cfloop list="#cgi.query_string#" delimiters="&"
index="currentcatname">
<cfoutput>categorylevel#i# =
#ListGetAt(currentcatname,2,"=")#</cfoutput><br>
<cfset i = i + 1>
</cfloop>
If it is a failing of Coldfusion, the above test should fail,
too.
Now, an adaptation of the same test to your second url.
<cfset url2 = "
http://my.domain.com/index.cfm/Search/%E3%82%A2%E3%82%B8%E3%82%A2%E3%83%BB%E3%83%93%E3%82% B8%E3%83%8D%E3%82%B9%E9%96%8B%E7%99%BA">
<cfset query_str =
ListGetAt(replacenocase(url2,".cfm/","?"),2,"?")>
<cfif Len(query_str) neq 0>
<cfset i = 1>
<cfloop list="#query_str#" delimiters="/"
index="currentcatname">
<cfoutput>categorylevel#i# =
#currentcatname#</cfoutput><br>
<cfset i = i + 1>
</cfloop>

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