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The Fury was a freighter operated by the Mistryl Shadow Guard. In 8 ABY it was commanded by Shada D'ukal, with her young partner Dunc T'racen acting as co-pilot/gunner, when it was contracted by Fenig Nabon and Ghitsa Dogder to transport a troupe of Twi'lek dancing-girls from Ryloth to Nal Hutta.
The Fury was a mid-sized transport, fitted out for combat with turbolasers, concussion missiles and a laser battery, plus full deflector shields. With Shada and Dunc at the controls, it proved more than capable of dealing with a Firespray-class gunship.
Behind the scenes
In the name of The Fury, the definite article is always capitalized and italicized as part of the ship's name. While this may sometimes be a quirk of West End Games material, for instance with the Star Destroyer named as The Chariot, the contrast in the story with the name of Fen Nabon's ship, Star Lady, shows that the correct name of the ship is indeed The Fury, rather than simply Fury.