Luxornet - I don't know if you received a response to this or not, however the RS232 port on most CNC controls (Mitsu, Fanuc, Siemens - non-PC) is a serial port, not a parallel port. True, they both use DB-25 connectors, which is a physical match for the DB25 parallel port (LPT) on a PC - however the signalling (electrical, data methods, pinouts, etc) is not at all the same. A Centronics-style printer is, as you noted a parallel interface - a COM port on the CNC is serial. There is no simple pin-to-pin adaptor that converts this. The adaptors you linked to are gender changers, or converters to go form 25 pin to 9 pin serial - but just serial.
To get a paper printout using the COM port, you have three options:
1) Get a serial printer. Difficult to find, certainly NOT in the open market anymore. Also note that USB (although it has "Serial" in its name is also NOT compatible with this port.) You have about a 0% chance of finding one new unless you want to pay an insane prince for it.
2) Find a serial to parallel converter. If the year was 1989, they would be $50 a piece and available at your local Radio Shack. You might find them on ebay. It would convert the RS232 port on the CNC (DB25 connector) to the parallel connector for your printer (possibly DB25 or possibly the Centronics). A few DIP switches, and you could be good to go.
3) Connect a PC with both a serial port and a parallel port (or even USB port if you wish) - to the CNC, while running some form of terminal or DNC software, capture the raw streaming data from the CNC control, then save or print it out at your leisure.
Option 3 is the most likely to work and requires the least investment of $$$ and time, assuming you have the hardware on-hand. Even if your PC doesn't have a serial port, you can get a USB-serial dongle and connect. It is typically how it ends up working these days....