Whenever I receive a Fax message, my printer is printing the incoming fax automatically. I want to print only the faxes that are important to me.  How can I stop the Fax Console in XP from printing automatically? Thanks

When you run the Fax Configuration Wizard, in step 12 you need to deselect the Print it on check box if you want to prevent the faxes from being printed automatically. Refer to this article for more information:

How to enable and configure the Fax service in Windows XP

You can to change the setting easily by launching the Fax Configuration Wizard again from the Fax Console user interface. For more information, see section Change the Fax configuration in the above link.