>I am new to ColdFusion and I am having trouble understanding what is the 
>Difference between onApplicationStart method and onRequestStart method other 
>than the Scope. For Example what does it mean by Application? First time a 

onapplicationstart() runs when the first cfm or cfc is executed in your 
application. onrequeststart() runs every page request. 

Yes, you can set application-wide variables in onapplicationstart(). 

<cfset application.dsn = "someDSN'>

You can use that variable throughout your application, on all pages. 

index.cfm should be able to use:

<cfoutput>#application.dsn#</cfoutput>

Remember, you MUST prefix the scope to the variable name when it comes to 
application variables. Same goes for session variables and some others.

Whenever you're in doubt, dump the whole application scope on a page, like so:

<cfdump var="#application#">

Check it out and see what's there.  

Will 

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