If your ssh key is secured with a password you need to run a ssh agent (e.g. PuTTY agent) on your client machine, because NetBeans has no support for ssh passwords.
Enter your CVS_ROOT in the following syntax:
:ext:<user>@<host>:<path-to-cvsroot>
You must use external shell command to execute ssh, e.g. for Putty under windows environment:
C:\Program files\Putty\plink.exe -ssh -i <path-to-ssh-keyfile>