export CVS_RSH=/usr/bin/ssh
export CVSROOT=:ext:username@server:/path/to/my/cvs
cvs co myproject
# enter password

Started by an SCM change
Building remotely on Local slave in workspace .jenkins-slave/workspace/MYPROJECT
Using locally configured password for connection to :ext:username@server:/path/to/my/cvs
cvs checkout -P -D 24 Apr 2013 09:06:19 +0200 -d MYPROJECT myproject 
ERROR: CVS Command failed: Can't find bundle for base name org.netbeans.lib.cvsclient.response.Bundle, locale en_US
java.util.MissingResourceException: Can't find bundle for base name org.netbeans.lib.cvsclient.response.Bundle, locale en_US
	at java.util.ResourceBundle.throwMissingResourceException(ResourceBundle.java:1539)
	at java.util.ResourceBundle.getBundleImpl(ResourceBundle.java:1278)
	at java.util.ResourceBundle.getBundle(ResourceBundle.java:733)
	at org.netbeans.lib.cvsclient.response.ResponseFactory.createResponse(ResponseFactory.java:126)
	at org.netbeans.lib.cvsclient.Client.handleResponse(Client.java:645)
	at org.netbeans.lib.cvsclient.Client.processRequests(Client.java:598)
	at org.netbeans.lib.cvsclient.command.checkout.CheckoutCommand.execute(CheckoutCommand.java:348)
	at org.netbeans.lib.cvsclient.Client.executeCommand(Client.java:710)
	at hudson.scm.AbstractCvs$1.invoke(AbstractCvs.java:262)
	at hudson.scm.AbstractCvs$1.invoke(AbstractCvs.java:242)
	at hudson.FilePath$FileCallableWrapper.call(FilePath.java:2387)
	at hudson.remoting.UserRequest.perform(UserRequest.java:118)
	at hudson.remoting.UserRequest.perform(UserRequest.java:48)
	at hudson.remoting.Request$2.run(Request.java:326)
	at hudson.remoting.InterceptingExecutorService$1.call(InterceptingExecutorService.java:72)
	at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:334)
	at java.util.concurrent.FutureTask.run(FutureTask.java:166)
	at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1146)
	at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:615)
	at java.lang.Thread.run(Thread.java:679)
ERROR: Cvs task failed
An attempt to send an e-mail to empty list of recipients, ignored.
Finished: FAILURE