If you find setting up CVS a nightmare like I used to, a few days back! This is what I would call a life saver. This guide by Bo Berglund is fantastic. Because it is simple enough and does not require you to be a SysAdmin or someone who knows what NT stands for … 
In the event that this guide becomes inaccessible you can view the pdf version of this guide here. Though made for Windows Server 2003, it will work on Windows xp Professional & all flavors of Windows 2000. Although the guide is accurate in almost every respect, make sure on workstation machines the "Default domain" you specify on the CVSNT "Service Control Panel" within the Server Settings tab is the machine itself even if that machine is part of a domain.