For casual use you are probably better off sticking with bash and just installing bash completion.
Installing it is pretty easy, grab the bash-completion-20060301.tar.gz from http://www.caliban.org/bash/index.shtml#completion and extract it with
tar -xzvf bash-completion-20060301.tar.gz
then copy the bash_completion/bash_completion file to /etc with
sudo cp bash_completion/bash_completion /etc
which will prompt you for your password. You probably will want to make a /etc/bash_completion.d directory for any additional completion scripts (for instance I have the git completion script in there).
Once this is done the last step is to make sure the .bash_profile file in your home directory has
if [ -f /etc/bash_completion ]; then
. /etc/bash_completion
fi
in it to load the completion file when you login.
To test it just open a new terminal, and try completing on cvs and it should show you the cvs options in the list of completions.