KRB5CCNAME=API:username@FNAL.GOV(where the "username" part is your username). [Actually, you want KRB5CCNAME set to whatever is set in your Net-ID manager Properties for your username@FNAL.GOV principal for the "Kerberos v5 CCache"...]
Then you can use that cvs.exe at the command line, or from utilities like tkcvs with activestate's tcl/tk, etc. with a CVSROOT of :gserver:cvsuser@cdcvs.fnal.gov:/cvs/cd