How to download Cygwin tools
The GNU based Cygwin tools include CVS with SSH (which are required for read/write access to the repository) and a free Bash shell which is useful for the command line.
Downloading starts with the setup tool setup.exe follow these instructions to load the minimum, bash, cygwin, openssh, cvs.
Note that the recommended root directory for installs is C:\cygwin
If you are not running as Administrator it's best to select the option to install as Administrator or the setup program will fail to automatically create some important files (such as cygwin's equivalent of /etc/passwd).
When prompted for "Default Text File Type". The choices will be "DOS", or "Unix" - choose DOS because you want CVS to perform \n -> \r\n conversion as it checks out files.
The setup.exe program can allow you to skip packages by clicking on the circular arrow icon.
(Downloading the full distribution can take over an hour at 56K)