you can probably acheive a fur-like effect by skillfully using curves or something. I've never tried it myself, but I have seen that sort of thing used to create a simple feather (I think it was mumbojumbo13 who did it, but i can't be sure). To make life easier when using it as fur you'd probably need to do some fiddling with MEL.

Hey, by the way dockode, don't feel bad about asking lots of questions. Asking questions is the best way to learn, and that's why this forum exists.