One of my CF application takes a long time to be executed by the server ... how do I increase the timeout without intervening in the settings of the machine?

In the case of individual pages that need a lot of time to perform their task is surely preferable to increase the timeout for that specific page rather than take the ColdFusion Administrator.
It should then set the variable scoped RequestTimeout URL will override the settings CFAM.
The time is calculated in seconds.
ES:
<cfscript>
Url.requestTimeOut = 300;
</ Cfscript>

Or:
http://www.miosito.com/index.cfm?requestTimeOut=300