pserver privilage?

[Menya]

I cannot figure out how to get pserver privilage on my machine. I have reloaded WinCvs and cvsnt many times and always check that the pserver privilage is checked. When I go to download the database it says that pserver privilage is not on this machine.
How can I get the privilage? Please Help.
I am a noob with WinCvs and cvsnt.
Thanks in advance.