First, you need the Pico USB/Parallel converter. It has to be the Pico one. Install the software and select USB-PP1. If you already installed, that's OK, just proceed to the next step.
Disable any virus programs so they don't interfere with the installation.
Plug in your parallel cable into your ADC 212 and put the converter on the other end of it. Then make sure the ADC is powered up and PicoScope is NOT running before plugging in the USB cable between the USB adapter and the PC port.
Windows should now find new hardware and find the drivers that installed with the PicoScope software. If you use XP, you will get a warning about unsigned drivers. Just ignore this and continue.
When it says your new hardware is ready to use, you can now open PicoScope. If you did not configure it for USB during the install you will get the not found error message. Just go to File/Setup/Converter and select USB-PP1. PicoScope will now want to close. When you open it again, it should be up and running.