This is an Outlook group, not a fax group.
You posted a fax question but did not have the courtesy to post your fax
software nor the reason you thought it would somehow be related to Outlook.
Your turn.
If you are asking about the Fax Service included in Windows XP (you
don't mention WHAT you are using for faxing), the wizard that is
presented when printing to the "Fax" printer from whatever whatever
application (also unnamed) where you write and print to fax has an
option (that is disabled by default) to add a cover sheet. Since the
default for the Fax Service's wizard is to *not* include a cover sheet,
you must be talking about some other fax software (and which is not the
topic of THIS group).