Installing MS Fax
I find it interesting that there is no way to easily install MS Fax with Windows 98. Unless you installed MS Fax on your computer using Windows 95, then upgraded to 98, it won't be there. You can install it from the Windows 98 CD, however. Here's how:
Pop the CD in your CD-ROM drive. When the Installation screen comes up, click Browse This CD, and navigate to the Tools/OldWin95/Message/Us folder. Run awfax.exe to install Microsoft Fax.
Note: According to Microsoft, this utility "requires a Full MAPI Client in order to function, such as Microsoft Exchange, Windows Messaging, Microsoft Exchange Server Client or the full version of Outlook (which you can download from http://www.microsoft.com/msdownload).

Windows Messaging is also available on the Windows 98 installation CD. To install it, navigate to Tools/OldWin95/Message/Us folder, and run wmw.exe.
Note: Read wmw-fax.txt, in the same folder, for more detailed information on Microsoft Fax and Windows Messaging.
Thanks to Thomas McDonnell Jr for helping on this.