Cannot access CVSROOT over network share

Our CVS server is prohibited from running pserver or any other network
protocol. I have tried mapping the CVS root as a network drive so it
appears to be local. I set my CVSROOT to U:\\cvsroot, but I get an error
saying, \"Local access to network share not supported. (Use -N to
override)\"

What exactly is the danger of local access to network share?

How do I override, i.e. where do I enter -N?

Do I have any other options?