Fur like that usually is a feature biased to certian apps like C4D (Only with the Hair module that is for 9.5 and later) 3DS Max, Maya, Blender and other apps, its usually a tool in itself, however you can achieve similar results by,
Making a plane, UV Map it (I no theres really no point in UVMapping a plane) Open up Photoshop, gimp or whatever, use a black back ground and paint white hairs on the black and for the smooth effect the white should blend in with the black, this is called alpha mapping, save the image and go back to your plain, apply the 'alpha map' you just made as an alpha map and not a texture, copy this plane and place it all over the object to make it look how you want
K I changed my name into a famous Samurai, but meh! Seppuku got boring after a while