HMACRIPEMD160 algorithm they used in sample is not listed at docs.oracle.com article. So, ColdFusion's algorithm names must be different.
Algorithms from this article http://msdn.microsoft.com/en-us/library/system.security.cryptography.h mac.aspx recognized with HMac():
HMACMD5, HMACRIPEMD160, HMACSHA1, HMACSHA256, HMACSHA384, HMACSHA512