From your description of the problem, I suspect that the file CVS\Root, in your working copy directory, does not contain a connection string that takes the form ":pserver:userName@hostName:/repository/folder".
Another user has reported that WinCVS created a CVS\Root file with contents like "protocol=<value>; user=name; password=pwd; etc...".
EA expects to find your CVS userID, following the second ":" in the file CVS\Root, in the working copy directory. When you checkout a file from EA, it issues a "cvs edit" command to mark the file as checked out by you. EA then verifies that the check-out process was successful, by examining the status of the file. One of the things that it checks, is that the reported "editor" matches the userID it extracted from the file CVS\Root. If these do not match, EA will conclude that the check-out operation failed and that the package is now checked out to someone else. Hence the package will appear locked.
Please check the contents of the file CVS\Root. If the contents are not of the form that EA expects, please modify it so that it is, and try again with EA.
There is a series of steps outlined in the help topic "CVS with Remote Repositories" to verify that your CVS installation will work with EA. Please run through these steps and confirm that your CVS installation is compatible with EA, before trying to use CVS from within EA.
We will investigate a more reliable means that EA can use to determine the CVS userID, for inclusion in an upcoming release.