Very handy to know CVS. My cvs server is a Linux box (80MHz, rockin!). Sometimes I have to code Windows stuff, so I use TortiseCVS in that case to access the CVS server.
Here are some of my links from my bookmarks:
http://www.openbsd.org/anoncvs.html
http://www.durak.org/cvswebsites/doc/cvs_2.php#SEC2
http://ximbiot.com/cvs/cvshome/docs/blandy.html
I would recommend using SSH instead of pserver. Should be a simple config setting.
I think I needed to install putty on my windows box to access CVS w/ ssh. Can't remember exactly as its been a while since I set it up.