CVS from behind a corporate firewall

I am posting this as it wasn't easy to find: CVS from behind a corporate firewall. 

In the end it was quite easy. Example - Instead of 

:pserver:anonymous@public.kitware.com:/cvsroot/CableSwig

write 

:pserver;proxy=your.corporate.proxy.com;proxyport=8080:anonymous@public.kitware.com:/cvsroot/CableSwig

Also, the file .cvsroot in your $HOME directory must exist.