This is a simple tutorial for making fur in Adobe Photoshop.
I am sure you can do a nicer image than the one I've chosed to show here, sinse I didn't make much effort in it. The more detail and color before you smudge, the better result. You can make it look almost like a photo with this method! :D
I think the programme Gimp has a brush that might work as well, if you have that programme instead of Photoshop. :) A special thank to [the Indigo] and Rynn's how-to-draw Hair for showing me the brush I use here. :)
This is an example on how it might look with a little more effort. (Click it! I mean the tail).
So keep trying and experiment with using the same brush for dodge or burn, or for color. :)