the general idea is that the pc can be used as a fax, on recieving a call it will boot the pc in order to recieve the incoming fax.
On initial boot up, when prompted, press the delete key (usually - sometimes different) this will take you into the bios menu. It will probably be residing in the 'advanced' page of options. Just look for a 'wake on modem' (or similar) option.
Before making/saving any changes, just make a note of any alterations.