I want download a circuit on the FPGA with the Xilinx Xchecker cable, and I want send data to test my circuit from the parallel port of the PC. I have read on the manual supplied with the board that I cannot connect simultaneously the Xchecker cable and the parallel cable (xstma1_2.pdf, page 15). Why?
No, you cannot use the two cables simultaneously because they may try to drive some pins of the FPGA to different values. This would cause erroneous configuration of the PC and/or damage to the circuits on the XS Board or the PC.