OK, here's what I did, knowing I'm not sure of what I'm doing.
I disconnected my printer port.
I took a blue LED (I can switch a red one in if needed) and added in a 680 ohm resistor in series.
Using this image as a reference
I connected the cathode to pin 25 on my printer port.
Then connected the resistored anode to pin 2.
Using Mach3, I tried to cycle the X-axis. The LED didn't change.
I reset the X-axis pin2 to low and nothing changed on the LED.
Bottom line is that I don't know how to check the data output on the pins on the Parallel port with success.