You do NOT want to attach LEDs directly to the parallel port. There are projects out there that will tell you you can get away with it, but you risk blowing up the port if you're not careful and with some ports, it won't work at all.
It's possible to do but I recommended against it. See
this article[
^] for the discussion on how to do it.
I STRONGLY recommend you use an interface board, like a
Phidgets InterfaceKit[
^] board. If you blow something up, it's much cheaper to replace one of these than it is to replace your motherboard.
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