sspi not working

[J.Neuhoff]

I have set up a CVSNT server (Version 2.0.46) on a Windows-2003 box, 
opened up its default port 2401 through the firewall, 
and now I am trying to remotely access this box from 
a Fedora Core-2 Linux machine. 
Using the pserver-protocol works fine. However, 
when using the sspi-protocol, I always get this error message:

$ cvs -d:sspi:<my-user-id>@<server-ip-address>:2401/cvsroot login
cvs login: Unknown method (`sspi') in CVSROOT.
cvs [login aborted]: Bad CVSROOT: 
`:sspi:<my-user-id>@<server-ip-address>:2401/cvsroot'.
$

What do I have to do to get the sspi-protocol 
(which I was told is safer) to work?

Juergen