updating 3rd party code issues

Hi,

I am trying to update a 3rd party code in CVS and I am running into lot of
issues. Can someone please let me know what am I doing wrong here. I
am using following guide to update my 3rd party code

http://ximbiot.com/cvs/manual/cvs-1.11.23/cvs_13.html#SEC103

In this I import the new version of code to cvs using

 cvs import -m "Import of Openssl-1.0.0a" ios_openssl/openssl OPENSSL_DIST
OSSL_1_0_0a_IOS0_1

Now I use following commands to merge the differences between two versions

cvs checkout -jOSSL_0_9_8g_IOS0_6 -jOSSL_1_0_0a_IOS0_1 ios_openssl

The merge is removing all the files that we added in previous version. These
files did not come with 3rd party code but something I had added.

Am I missing some step here ?

Thanks,

Kunal