Several people have reported problems when using IDEA with CVS and SSH and getting an error of "Valid request expected!". I was having this problem recently and found a solution. This worked for me under IDEA 5.1.2 and Demetra build 5383. It probably works for others too.
With your project loaded go to the Version Control|CVS|Configure CVS Roots menu. This brings up a dialog.
Select the CVSROOT giving you a problem. Select the checkbox to use internal ssh implementation. Select the appropriate protocal and private key (uncheck if using password). If using an ssh tunnel enter the local tunnel port. Click on Change Password and enter the password or passphrase as appropriate and choose to save it. Then click on Test Connection. Hopefully you get a successful test here. I did.
For whatever reason IDEA won't work with an external ssh under some conditions but it works fine with the internal ssh.