After bouncing around, the 6th forums, linuxquestion,
someone figured out the problem. So I'll answer my
own question in case someone needs to know.
First he suggested to use lsmod (as root) before and after
the printer setup, i.e.,
lsmod > lsmodbefore.txt
[setup printer]
lsmod > lsmodafter.txt
The two files are almost the same except lsmodafter.txt have
parport_pc 27652 1
lp 12584 0
parport 36392 2 parport_pc,lp
Second, he recommended after reboot typing
modprobe parport
modprobe parport_pc
modprobe lp
and see if printer works. It did!
Third, he recommended to add
parport
parport_pc
lp
into /etc/modprobe.preload so the printer will work after reboot.
The modules in this file initialize for RPM distros (I have PCLinuxOS
2007). For debian, one would add to /etc/modules . So now the
printer works after reboot!
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Somehow these modules did not get "permament-ize" while setting up
the printer (whether it is in KDE control center or CUPS).
Sheng-Chieh