ColdFusion and SQL Server authentication

I have to create a password-protected ColdFusion site with a SQL Server 2000 back end.

In the past, I have used CF 5 and SQL Server 7. I have usually created one datasource per database. When users entered their username and password in the login page, I would connect to the database using that datasource, and check a Users table in the database to authenticate them. If there were different roles, these would be indicated in the users table, for example 1 for administrator, 2 for data entry, etc.

Now, it seems that I need to use SQL Server 2000 roles. I am very confused about how to use those in conjunction with the authentication process outlined above, or can I even do it? Do I need to set up a different SQL Server database user for each website user? And do I need to create a different datasource for each of those as well, since a datasource is only associated with one user?? I have tried to read through the documentation and am only becoming more confused.