When this happens, open the Zetafax Client then click on the "..." button beside the servername and make the entries match the entries below:
Check the box that says "Use separate folders"
In the System Folder: \\SERVERNAME\ZFAX\SYSTEM\
In the Request Folder: \\SERVERNAME\ZFAX\REQUEST\
In the Users Folder: \\SERVERNAME\ZFAX\USERS\
Note: All paths end with "\"