Hmm, that's interesting. I just tried it again to make sure that the CVS commands haven't changed since I installed my copy and everything seemed to work fine. Make sure that you left the password blank in the login step (step 1) and then highlight the second command and drag and drop it into your terminal window to make sure everything is copied exactly the same. If you drag and drop all of the commands over to the terminal it should work. (BTW, holding down the command button while clicking on the highlighted text in the webpage in the background will allow you to drag it over to the terminal without losing focus on the terminal window.)
Let me know if that doesn't work and we'll try something else.