cvs/Windows: can't get a repository built

I just installed cygwin on my Win2k box.
I want to set up CVS for my own single machine to help me manage source
code.
I have read the documentation 'info cvs' and faq's at www.cvshome.org.
I have tried every permutation of their recommendations that I can think of
without success.

Can anyone recommend a procedure for setting up a cvs repository and
stashing my source files in it?

Spencer Doidge