It turns out that my HP Printer software was corrupted somehow, maybe when I did a Registry scan repair.
I found this out because I noticed in my Systray that the HP icon was missing during that whole "FAX" install issue, and then when I finished hitting the cancel button for about the 15th time, it stopped asking me for the FAX disk and threw the HP icon in the Systray. I decided to open the HP software, and as soon as I did, the FAX install box came up again, so I put the HP disk in and all of a sudden it was happy. It loaded the software on and gave me a "welcome back" message.
Again, I'm guessing the Registry repair software I used somehow deleted an important command - that's my guess anyway.
Thanks for the help guys.