Hi Mehdi, I am using Xilinx Parallel Cable IV with my spartan-3 board (from Memec Insight) instead of the JTAG cable that came with the kit. It works fine for me and I am sure it would work for you. Of course, I am using it just to download my design on to the devices (FPGA and EPROM) and not with Chipscope Pro. But in the documentation, I did find that Chipscope Pro supports it.
Also, in cable setup, there is an option where you can select the kind of parallel cable and both III and IV are in there.
When I tried my IV cable with Chipscope pro, it gave an error "Cable not found". However, the reason may be because my Chipscope Pro is expired!