First, you’ll need to visit the excellent Wiki for CVSNT, an open-source CVS server with great integration with Windows. Their Installation instructions are similarly great; you’ll be able to walk through them almost exactly.

Instead of configuring your repository to use a default prefix, however, you’ll want to configure each repository to point to a separate directory without using a prefix. Special elements of the Eclipse CVS capabilities require that setting to work correctly.

Then, you can go here to finish up setting up your repository within Eclipse.

Note that I did try Subversion and Subclipse, but it didn’t work The First Time. I really do love the work that collabNet and Tigris are doing, but documentation is a weakness there. Scarab did work for me the first time, and I’ve been using it very happily since, but if it doesn’t Just Work with those products, it seems very tough to get them on track.