I loaded the Fax service from Add/Remove Programs, Add Windows Components:
To install the Fax component
Open Add or Remove Programs in Control Panel.
Click Add/Remove Windows Components.
In the Windows Components Wizard, select the Fax Services check box, and then follow the instructions on your screen.
To open Fax after installation, click Start, point to All Programs, point to Accessories, point to Communications, and then click Fax Console.
For more information on using Fax, click Help in Fax Console.
Is this what you are doing? I'm fairly sure that I had to use the XP disk to install it.