TFS version is 2010. CVS version is 1.11.17.
CVS is really a step back, but ok ;) If you don't need any file history, it's very simple to export your source.
In VS2010, open View / Other Windows / Source Control Explorer. Than open the drop-down "Workspace" and select "Workspaces ..."
There you can add a new Workspace, where you also can select your local folder to which you want to export the TFS source files.
After that you can click OK and retrieve the TFS files you want to the selected local folder.
The next step is to import all in CVS.
That's all.
EDIT:
I found a software tool that claims to offer source code migration from CVS to TFS. Perhaps it's worth to try: http://www.componentsoftware.com/Products/Converter/index.htm
You probably want to look at the TFS Integration Platform. You should be able to setup a 2-way sync of source so that both are kept up to date.
I don't think CVS is supported out-of-the-box, but there should be someone who has written an adapter.
There is a tool from Timely Migration that should integrate with the TFS IP.