Is something amiss with the CVS server?

I first attempted to checkout using the CVS features of XEmacs. That was my first attempt to use these, so I thought I was doing something wrong. I finally decided to try it from the command line to see if that worked. I get the source just fine, but I don't get a CVS directory created in the root directory of my local image. I checked the permisions on the xemacs-21.5 directory and they are rwx-r--r-- with me as the owner. I checked and I am indeed me. Is anybody else having a similar problem? Steven