to get the best results, use this command form the command prompt:
cvs -q -z3 up -dP
If it says "conflicts found", you should open the specified file and try to solve the conflict, it is marked in the file. In most cases that's easy even without knowing programming very well. I get conflicts on english.lang very often, those can be solved by simple c&p.
The Letters have this meaning:
M - modiefied by one of your patches
P - Updated
C - Conflict, dont try to compile it won't work until the conflict is resolved!!
U - New file dowloaded
merging differences... - update on one of your modified files, cvs did the merge. Everything ok
When a patch has an update, you have to remove the old patch first from the source and then apply the new one. So if you want to reapply patches it is often easier to start fresh.