For what it's worth, my advice would be to start out with Mach3 (no need to purchase the license at this stage) then get your machine up and running (using Gcode programs less than the 500 line limit for the demo).
Once you have sorted all the problems (if you encounter any) and have a good working knowledge of operating your new CNC machine then install Mach4 (you can have and use both Mach3 and Mach4 on the same PC) and use the experience gained to set-up and start using Mach4. Please bear in mind that some of the functions have not yet been fully finished within Mach4 at this moment in time so, although it is a fully functioning software it is not yet complete.
There are many threads here (go to the main page then use the search box at the top) relating to suitable Parallel Port cards - this one may help
http://www.machsupport.com/forum/index.php/topic,11300.0.htmlTweakie.