Hello G,
I just set up Mach3 and ran into the same issue. If you go to the ports & pins setup screen for Motor Outputs and look over to the far right, you will see cells that indicate which port to use for step and dir. The default was 0 for my installation. I set them to 1 to match the port number of the parallel port I am using and started getting output.
You may have already tried this but, if not, I hope this works for you.
Ed