This did the trick for me on a Windows box:

set CVSROOT=:ssh:al@some.server.com:/home/cvs/
cvs login

Note that the only real different thing here is that you specify the ssh protocol for communicating with the server. Note that I also like to set the CVSROOT early on, as it makes all subsequent commands a lot easier (i.e., you don't have to keep doing the crazy "-d" command stuff).

And this is what I just did on a Linux workstation:

prompt> export CVSROOT=:ext:USER@MY_SERVER:/home/cvs/
prompt> export CVS_RSH=ssh
prompt> cvs co MY_MODULE

In this example USER, MY_SERVER, and MY_MODULE all need to be replaced by your actual variables.