The Windows version of the WSPR application only offers CAT, VOX and serial port PTT, while the doc says that parallel port keying is available in the Linux version.

I've used parallel port CW keying on Windows XP with no problem with contest software (lately EI5DI's "SD" http://www.ei5di.com/).

Are Vista and Windows 7 the problem?

I find that VOX works fine with my TenTec Omni VII (although I have to say it's a Jupiter for frequency control to work), so it's not really a major issue.