If you're running Windows, you'll want to use Tortoise CVS. There's really no program that can compete with it when it comes to a GUI front end for CVS.
If you're running FreeBSD:
Code:
asskoala@Faye TextEdit % cd /usr/ports/devel/cvsd/ [23:36:58 on 04/22/06]
asskoala@Faye cvsd % su [23:36:59 on 04/22/06]
Password:
root@Faye cvsd # make && make install [23:37:16 on 04/22/06]
For the Linux guys, it will depend on your distribution. Most distributions install cvs as part of the developer tools. You'll need to check your distributions manual to figure out what to do. Otherwise, you can simply build/install CVS from source. Here's how you'd do it in Gentoo for example.