From what I've researched over the last week or so (I was looking in to doing this for SNES games), this is what I've found out:
1. USB power is finicky and you should use an external power source for programming rom chips. Apparently the USB power isn't high enough to correctly program the chips, though it will work, people recommend using an external source if available.
2. USB devices can safely be unplugged while the computer is on or off...
3. Check the software to see if there's a diagnostic tool. If not, you might need to get a chip. I wouldn't imagine they're more than $1 or $2 per chip...
4. Google my friend, Google.
5. PCMCIA is the laptop version of the PCI Bus. If you get a PCMCIA card that has a parallel port on it, it should work just fine once the drivers are installed. $21 isn't bad, though check around newegg or tigerdirect for cheaper prices.