When installing some coaxial (RG6) cable in a home, you really don’t have too many things to worry about. No fire marshal is going to fine you for having the wrong type of cable installed.

At a business, on the other hand, you have quite a few things to worry about:
Is the cable going to be installed in the wall or just be out in the open?
Is it going to be installed in a plenum or a standard ceiling riser?
http://www.bluejeanscable.com/articles/inwallrating.htm – THE place to check all this information out.

I won’t bother copying everything, but here’s the gist of it:
CMP – Rated for all in-wall, in-riser, or in-plenum applications
CMR – Rated for all in-wall, in-riser applications
CM – Rated for all in-wall applications

Why the different ratings? Plenum covered wires don’t give off a toxic smoke when burned. I assume that the in-riser cables take a bit more heat to give off the fumes and that standard CM rated cables don’t really help much against the spread of fire. In all of my residential and most of my commercial jobs I’ve installed CMR cable, and anytime I’ve installed in the plenum I’ve used CMP wire.