When you installed the LanFax driver it will install as a printer. Select that as the printer to print to when you click ok it will pop up the LanFax window that allows you to enter the tel number, a cover page, etc.
If this is not happening make sure you downloaded the NT4 LanFax driver for the 2035/2045 and reinstall the driver.
If you are still experiencing the problem contact your service provider to make sure the machine is operating within spec with the latest firmware installed.