Buy a parallel port cable which fits your socket configuration, unless it happens to be cheaper to buy male to female and a gender changer, sometimes it is, sometimes it isn't.

Planet CNC USB Controllers have never worked with Mach3, according to Planet CNC Support -

http://forum.planet-cnc.com/viewtopic.php?f=6&t=2246

I can't see it being different with clone hardware, unless the manufacturer has written a working Plug-In Mach 3 was only ever going to work with your current hardware using a parallel cable, fingers crossed ;-)

- Nick