Tracking 3rd party source with CVS. The mechanics.
How to setup a .NET Development Tree
TortoiseSVN is a Subversion client, implemented as a windows shell extension. The coolest Interface to (Sub)Version Control.
TortoiseCVS lets you work with files under CVS version control directly from Windows Explorer. It's freely available under the GPL.
With TortoiseCVS you can directly check out modules, update, commit and see differences by right clicking on files and folders within Explorer. You can see the state of a file with overlays on top of the normal icons within Explorer. It even works from within the file open dialog.