The parallel support uses TTL level logic (i.e. 0V-5V), so you could technically power it off that. But I wouldn't suggest it - and here's why.
The reason why it's a bad idea is because there are no standards, regulations, or etc about the current sourcing/sinking capabilities for parallel ports - and since most printers and other units are using totem pole (aka tristate) outputs, a lot of vendors use an ASIC chip that can't handle much.
Beyond Logic, which has some of the best notes out there on PC ports, writes that they've seen ports that can source as little as 4mA. That's about a fifth of what's needed to power a low-intensity LED.
The best solution is to steal 5V from a molex connector (the white four-prong plugs off your powersupply used to power drives).