I have an 8860DN and I used to occasionally have a problem with it pulling down faxes early on. I unfortunately do not remember how I fixed it. Try calling Brother, they may be able to work you through it. restarting everything and rechecking the cables goes without saying.
Of course, I sent back about 3 machines until I finally forced them to realize that the instructions were messing up my machine. I had to get them to escalate it to a manager who checked with one of the programmers and appparently some of the script was for an overseas machine that caused my feeder to jam. On the other hand, they were easily accessable and that problem should have been solved.