First, make sure your computer has a dial-up modem that can be plugged into a phone line.

What OS are you using?
If you are using some form of Windows (XP or Server), go in:
Control Panel -> Add or Remove programs.
On the left navigation bar, select Add/Remove Windows Components.
In the list that appears, check the Fax Services and click next. Let windows install the component.

Now, in windows start menu, go to Accessories -> Communications -> Fax.

This is the type of program you were asking for. If you want to know how to register a fax modem from there on, just post back.