Thanks, Durand, but I mentioned my kernel, because since 2.5.53 /etc/modules.conf is obsolet.
I mentioned as well that I grepped (I launched the 'grep'-command) for 'par' in the whole /etc -path - well only 3 levels deep to be exact.

I didn't mention that I'm starting in runlevel 4, but that's not important, since all
rcX.d/[SH][NN]FILES are linked to
/etc/init.d/FILES

I looked for cups, but it's not mentioned in my initscripts. (And there is no cupsd running).

The only thing which is run is a stripped version of knoppix-autoconfig, which might be guilty.
I removed everything I will never use (language=spain, pcmcia, firewire, freemem-check, ...), to speed up the starttime of the computer from 60s to 30s (a 1.1 Ghz machine) for booting into the shell.

But perhaps the PCI-probing, which finds parport0, is loading the module?
I had a closer look to the scripts because of your reply, so it was helpful without giving the solution.

And yes, I investigated the /lib/modules/$KVER/module* - files too.