What devnull said! Generally parport jtag cables use lowlevel bitbanging, which will not work with your typical (i.e cheap) usb-to-parallel adapters. Mind you, there are usb-to-parallel adapters that implement the full parport, but these cost on the order of $100. You are far better off getting a usb jtag cable.
Something seems affordable to me...
If you want to roll your own in a cheap & multipurpose way you could get a cheap coolrunner-II cpld board **broken link removed** with usb interface, and program that to do your jtagging for you.