Are you sure that the adaptor you are using is a LPT port, PCI cards 'tend' to be I have come across a couple which say they are drive a printer fine but won't do anything else! Also it is worth checking which version of Windows you are using and make sure your dll/method works (I have had trouble with XP home and Pro in the past! It worked at home on home didn't work at work on Pro, recompiled worked fine?!). I take it you are using I/O Ports Uncensored - 1 - Controlling LEDs (Light Emiting Diodes) with Parallel Port
I have run it and it does work the problem might well be to do with the version of the inpout dll and your version of Windows, have a look at http://www.logix4u.net/
] for a more upto date version.
Sorry thats about as much help as I can be!