Why does application.cfm file not get processed first?

I am using ColdFusion 11 on Windows2008 R2. From what I understand, if there is an application.cfm page in the root folder, that any .cfm page below the root will process this page first and then process the regular .cfm page. I noticed that it processes my regular page FIRST and then calls the application.cfm page.
In my case I have a web page that updates a database, but in my application.cfm page, I check a session variable to see if the user is logged in. If they are not logged in, then I redirect them to a log in page, let them log in, set the session variable and then redirect them back to process the page. But I noticed, that when I run the page, the database gets updated and THEN the user gets redirected to log in, then the database gets updated again.
Am I not using the application.cfm page correctly? I thought it was supposed to be used to check log ins and things like that. How do I ensure that it runs first?
Btw, it is the only application.cfm page in the entire web site and I do not have any application.cfc files.
Thanks.

It would make things easier to see the code. In any case, from what you say, my guess is that there is no authentication check at the point where the database gets updated. So the update occurs at the start, and again when you later redirect the user to the page.
On Coldfusion 11, you should actually switch to Application.cfc. There are at least 2 reasons.
Firstly, recent Coldfusion versions implicitly assume you use Application.cfc by default. Secondly, Application.cfm is outdated and has much less functionality than Application.cfc. For example, Application.cfc allows you much more fine-grained control over your code at the level of request, session and application.

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