I don't know how to get the alias to work inside CVS, but what you can do is write a script which invokes vim the way you want.
The script would simply be:
#!/bin/sh
vim -S ~/myscript.vim "$@"
And then just save it somewhere in your $PATH with the name rvimmy-vim (for example /usr/local/bin/my-vim), and you should be able to use my-vim as a command both on your command-line and from within CVS.
If you don't want to put the script in a global directory on your system or don't have the rights to, just create $HOME/bin, put the script there, and add it to your $PATH.