Incase you hadn’t already worked it out, if you use the CVS version you’ll be well advised to download the nVidia Cg toolkit, which is available at nVidia’s site. You only need the compiler download (10Mb for windows, 2Mb for Linux). We’re investigating Mac support at the moment.
You can run the cvs version without Cg too, since Cg is an optional plugin in OGRE. Plus, you can still use vertex and fragment programs written in assembler. To do this you remove the CgProgramManager plugin from the build system and the plugins.cfg; however, note that our demos use Cg because we prefer only having to write one program for both Direct3D and OpenGL, but you’re not bound to this assumption in your own applications.