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Joe, I believe that this is not possible. Any naive
implementation will break the ability to check-out a
previous version, one that has those directories in it.

You might be able to finagle it by going into the CVSROOT
with a shell client such as ssh/bash, but this is almost
certainly not supported on Sourceforge. You might also be
able to achieve what you want by exporting a snapshot,
editing it and re-importing.

If you are interested, you should check the relevant
chapters of the Bean Book and try with a server on a local
system.

The solution is to switch to SVN!