I have no problems using this command either using TortoiseCVS on Windows or CVS on linux FC8.
Code:
cvs -d :pserver:anonymous@projecteq.cvs.sourceforge.net:/cvsroot/projecteq checkout peq_db
cvs -d :pserver:anonymous@eqemuquests.cvs.sourceforge.net:/cvsroot/eqemuquests checkout peq_quests
This is the script I use to checkout new code weekly on Linux.