Ding! We have a winner! Deubster's solution above will do it. I forgot about the Windows fax console - they don't even install it by default anymore and most new PC's don't have built in modems. There is a great step by step procedure for doing this here: http://www.fax-to-pdf.com/ This solution uses FCoder's Universal Document Converter software to produce the PDF, but I think you could use any of the free PDF converters to do that.

Just run this on a PC and store to the network share. If you want, set the modem to pick up on ring 2 and you will have an audible alert of an incoming fax.