Ok you wont see the state change unless you physically change it (by shorting etc).
EPP and ECP are Enhanced Parallel Port and Enhanced Capability Port, sometimes you can change in the device manager, other times you have to set jumpers on the card itself and other times you can't change it at all.
Sounds like however you may not be having problems with the port at all, if you have a volt meter you can easily check to see if you are getting outputs. If you set the X axis to Step pin 2 and Dir port 3 you can then put a voltmeter between Pin 3 and a Gnd pin and jog one way then the next, you should see the voltage swing between 5V and 0V depending on the direction you jog.
Hood