If you don't have someone to help you to configure mach3 for your machine and teach you how to use it, the best way is to read the documentation first. No big deal, only 150 pages.
edit: I recommend installing unmodified Windows XP 32bit, without any service packs installed afterwards (XP with integrated SP2 original release worked for me flawless), windows update disabled, do not install unnecessary drivers and software.
Gerry could advise you better on how to optimise windows for a good parallel port communication.