It occurred to me that Huub wrote in gmane.os.netbsd.general:
> 
>> Alternatively you could do (and what I use to get pkgsrc current
>> and keep uptodate):
>> 
>> setenv CVSROOT :pserver:anoncvs@anoncvs.NetBSD.org:/cvsroot
>> cd /usr
>> cvs checkout -A -P pkgsrc
>> 
>> And then to update do
>> 
>> setenv CVSROOT :pserver:anoncvs@anoncvs.NetBSD.org:/cvsroot
>> cd /usr/pkgsrc
>> cvs update -A -Pd
>> 
>
> I put these instructions in seperate bash-files and get the error 
> "setenv" can't be found. Is this for a different shell?

I bet you're using bash then, or zsh, or any other bourne shell. Try

export CVSROOT=':pserver:anoncvs@anoncvs.netbsd.org:/cvsroot'
cd /usr
cvs checkout -P pkgsrc

for checkout 

and

cd /usr/pkgsrc
cvs update -dAP

for update (No need to set CVSROOT)

You might want to use a different mirror though; it's considered good
practice to find a local one. See http://www.netbsd.org/mirrors/#anoncvs