I used marco bucci's brushpack - [link] I put it in the tool presets folder rather than the brush presets folder. I made a quick custom brush for the fur (a triangle that is set to follow the direction of the pen stroke. I recommend you try marco's brushes they are really fun.
Yeah in photoshop. I made a custom brush with a triangle shape for the fur The painterly style comes from varying the colours in the cool and warm areas. This vid is really good at explaining it: [link]