Unless I am in the dark ages, .htaccess is not supported by IIS. IIS can import .htaccess files (which is bad ass) and save the configuration in your web.xml.
What is happening is that IIS is aware of what an “xml”/“wddx” file is and is trying to serve the actual file.By removing the mime-type associated within IIS you should be able to fix this. Another solution would be to resolve this in your rewrite rules. If you plan on allowing xml files to be downloaded (like your sitemap.xml for search engines) I recommend you resolve this using rewrite rules that only apply to the paths you are trying to serve xml files from via ColdBox–or, allow the rewrite rule to work on all paths except the ones you want actual files delivered through.