This tutorial was made using Adobe Photoshop CS, but it is working in any other similar graphic programmes.

At first, choose the doll to which you want to add fur and open it in  your programme.
Create a new layer and start making a rough outline for the fur - for once, you do not have to clean up the line. Then fill it in a lighter colour.
Pick the "darken" tool (size 1px) to add some texture to the fur - just scribble around a bit.
Now pick the "lighten" tool (size 1px) and do the same as in the above step.
Be careful to not create too harsh contrasts.
Choose  to the darken tool again (size 5px) and darken the edges of the fur.
Last but not least, add some hightlights with the lighten tool (size and you're done!