Ok sounds like you need some advice on the different peripherals that is used with computers. I'll post some pictures that I have found off google to give ya a first hand look at what these ports look like. Not to worry I have only posted the ones that would relate to your printer and possibly your problem.
USB comes in many forms now. Here are the most common forms, USB A, USB B, Mini USB.
The first picture here shows both USB A and B together. B is on top which is the most common we see today and this is usually the end that connects to the computer. The bottom is A which is used to connect to peripherals such as printers.
This next picture depicts the Mini USB which is on the right of the USB B connector. You can tell how it got its name. Now these are commonly used with cellphones, digital cameras, and other small devices. (I know i said i wouldn't stray but USB can be confusing so I wanted to show all the most common today). With that said there is another called Micro USB which I will not post a picture for its just an even smaller version of USB which is used primarily on cell phones and is still pretty new.
Now when you were asked if your printer used parallel they are meaning a Bi-Directional Port which was also widely referred to as the "Printer Port" as it was commonly used for back in the day. As you can see from the picture these connectors greatly differs from the USB connections. This port is rarely used anymore as USB has taken over the spot light but does not mean they ruled parallel bi-directional ports out completely. (Connector on top connects to the printer and the one on the bottom connects to the port on the back of the computer.)
Now you lost me when you stated there is a round plug. The only round plug to your printer I could think of would be the AC adapter which would connect to a wall outlet as a source of power. The only other round plug that i can think of for a computer is known as a PS/2 port which is pictured below. These are common for both Keyboard and Mouse peripherals.
Also something to think about is you said you have a wireless usb adapter connected correct? These use bandwith of the usb hub. Motherboards now a days have more than one hub. Usually each hub is coupled with 2 ports. So if you have your wireless adapter hooked into one lets say and you hook in a device into the port right next to it then you may cause a conflict in hardware if that other device requires adequate bandwith. This is because again the Wireless adapter is hogging all the bandwith and the other device would be fighting for its share (and most likely losing the battle) causing it to give errors. If you have another another set of usb ports on the back (newer mother board have 4 ports on the back or even usbs on the front of the computer case) then try hooking your printer (if usb that is) into another port away from the Wireless adapter. This may solve your problem with the usb detection sounds you are hearing. For the fact of Winamp. Unless you are listening to music off a usb drive (which could be the problem there if so) then it must be a software issue within winamp.
*quick edit* As I see that I didn't make it to the very last reply on this to notice the problem was with the printer. If you don't have the official CD of your printer and you do feel its a driver issue then do not fret! You said its a Lexmark. Write down the model of your Lexmark Printer and go to lexmark's website. They will carry the drivers you need and they'll probably be updated compared to the ones on the CD. Only trust the driver if its for the exact model and in any case as long as its from the company's website that made the device.