Yes, parallel ports are relatively easy to damage by shorting them out, etc. I've done this a few times. :-/ Serial ports are usually more goof-resistant, but of course they have fewer pins...
Re your other post, the LED will still light if you feed it less than
20 mA; it'll just be dimmer. Even 1 mA should still produce an easily visible glow. What you need to do is insert a resistor in series with each LED to limit the current to the amount that the parallel port can supply.LEDs (and diodes in general) have an exponential current/voltage relationship. To a first approximation, this means that above a certain voltage, they'll pass all the current you can throw at them (possibly overheating and burning up in the process); below that voltage, they'll pass very little current. (Including for negative voltages.) Another way of looking at this is that, if more than a little current is flowing, the voltage across the diode will be almost constant for that diode. This is the diode's "forward voltage drop", Vf.
So let's say you have an LED and a resistor connected to your parallel port. You want to size the resistor so that (for example) 1 mA is flowing. The parallel port is supplying 5 volts. The forward voltage drop of the LED is in the neighborhood of 1.5-2v. That leaves 3-3.5 volts across the resistor. You know the voltage across the resistor, and you know the current you want; using Ohm's law you can divide in order to find what the resistance must be (in this case, about 3000 to 3500 ohms).