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To cancel a fax, one usually presses STOP, or CANCEL, depending upon the buttons available on the model.
If the fax is being automatically received, as opposed to being manually received, this is necessary, at minimum... if the fax is set on Manual Receive, of course, you have to press a button to actually receive the fax, to actually have the machine pick up on the incoming call... so if on Manual Receive, you just avoid pressing any button when you see the offensive number on your caller ID.
On your model, I think you should try pressing STOP or CANCEL, but, I am not sure, because I cannot identify your Brother fax model... it comes up not found in searches. If you Reply To Expert with the exact model # off the manufacturer's label on the back side of the machine, I can offer more specific and certain advice on this question.