the cvs information on
http://proxytunnel.sourceforge.net/download.php
is wrong.
it should be
cvs -d:pserver:anonymous@proxytunnel.cvs.sourceforge.net:/cvsroot/proxytunnel login
cvs -d:pserver:anonymous@proxytunnel.cvs.sourceforge.net:/cvsroot/proxytunnel co proxytunnel