As Bowman indicated, IRQ conflicts are the main problem with adding in PCI parallel ports. Before you install one, check device manager to see what IRQs are available. There may be no 'real ones' left, and most often, virtual IRQs are no good unless the PCI card is true plug and play. Even then, the application may have trouble with port numbers and IRQs that are not in the 'real range' between 1 and 15.
Older computers may tie up a couple of IRQ's with the on-board COM ports. These should be disabled in BIOS setup first, if not needed, and maybe reboot into windows before installing the PCI card and remove them from the Device manager, if they are still shown there. Then shut down and install the new card. I would avoid the PCI slot beside the AGP slot.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)