DP has an first class Fax program but is not installed by default - it will need to be acquired from your XP disk and configured which is very easy.
I'm on dialup so I've always used a fax to e-mail receive service; originally it was with FaxMe until it ceased operating, so I switched to Tiscali's version which operates in the same way.
Until I moved over to XP I used to use the Windows 95/98 Windows Messaging Service which is a first class fax program (awe.exe and wms.exe), which worked exactly like Outlook Express regarding layout, folders etc.
I've since been using the XP Fax Console to send faxes and the Tiscali fax to e-mail to receive them - with dialup, as you will realise, you must know if a fax is coming to be able to answer.
With the Tiscali service, you get a dedicated 0871-xxx-xxx fax number and the sender pays the cost of the call; Tiscali takes a small cut as its financial return.