If the configuration program you're referring to is "Mach3mill.xml", then it's not a program. The .xml file is just a file with the proper settings in it, that gets copied into the Mach3 folder. Mach3mill is the default profile name in Mach3. If you've created a profile with a different name, then you'll need to rename the file to match your profile.
But a much larger issue is that I don't believe what you have will work. Looking at the Ocean Controls website, it looks like you may have purchased a parallel port breakout board? If so, it won't work on your Macbook. I'm assuming you're using a USB > Parallel port adapter? You can't run Mach3 with those, you need a real parallel port. You can't add one to a laptop.
You're only option would be a USB or ethernet motion controller like a Smoothstepper or UC100.