I can't answer your question with absolute certainty since I'm not a computer guru, but XP is a derivative of the old Windows NT and when Microsoft came out with that 32 bit program, they elected to isolate the parallel ports from the OS as a security measure I believe. So those ports are pretty much limited to outgoing data not incoming, so I suspect that you'll need either a USB or serial port interface.
Hopefully one of the more computer literate folks will chime in here as well if I've goofed up on my theory of why you can't get it to work...