Yes, I did that and did that modem test and it said the test failed. Maybe I do not have the phone line plugged into the right outlet (?) on the back of the computer which I thought I did since it shows a phone. Weird.
That’s the right one. I assume this is in your home. It will not work on a digital line like an office.
Adapter for parallel to USB
http://www.newegg.com/Product/Product.aspx?Item=N82E16812156005
If you're not seeing those, then the software/driver isn't there.
There are probably two RJ11 jacks. One will be for the phone line, the other will be for a phone. No harm done if you plug it in the wrong one, other than it wont work. Try the other jack.
Let me guess, there are two phone jacks, one labelled with a picture of a phone, and one with something else (the word "line", or a picture of some lines maybe). The idea is that you add the fax between the wall jack and your existing phone. The jack with the picture of the phone is where you plug the phone. The OTHER jack is where you plug the cable that goes to the wall. There is probably other stuff you need to do, but I don't think anything will work until you move that cable to the right jack. YMMV.