On http://fmj-sf.net/downloads.php the commands for checking out FFMPEG-Java and Theora-Java are incorrect. Should be (for FFMPEG-Java):
# cvs -d:pserver:anonymous@fmj.cvs.sourceforge.net:/cvsroot/fmj login
CVS password: <Hit Enter>
# cvs -z3 -d:pserver:anonymous@fmj.cvs.sourceforge.net:/cvsroot/fmj co -P ffmpeg-java