Ick.  What do you propose?  I could make the interactive specification 
"string" rather than "directory" but then you don't get filename
completion even when it is local.  M-x set-variable RET cvs-cvsroot
will work.  Either way, setting cvs-cvsroot is evil; do you really
want/need to do that?
Greg
>>>> "APA" == Adrian Aichner
<aichner(a)ecf.teradyne.com> writes: 
APA> 
APA> Hello Greg,
APA> M-x cvs-change-cvsroot RET :server:aichner@engine:/u/aichner/cvsroot
APA> RET
APA> leads (No match)