I had problems with this as well. Here's how I got it to work:
Set analog ports for fax server to DTMFB
Create a hunt group for those analog ports
In VM Pro, go to Administration, Properties, General and enter the hunt group for the above analog ports into the System Fax Number Field.
Then, create a user for that fax extension that has voicemail.
The voicemail will pick-up, recognize it is a fax, send it to the hunt group created and pass the proper digits through.
The BIG issue with setting it up this way is that you have to create a user for each fax number.