On this page you can see some useful schematics needed to hook up everything properly :-)
 

Connection of the LCD to the parallel port

:

The -5 V shown on pin 1 is actually not needed most of the time...
connect it to ground instead

You will probably use a LCD with backlight. That one usually has 16 pins instead of 14.
The pin out is the same , pin 15 and 16 are connections for the LED's that light up the LCD.
Connect it to +5 V and add a 100 Ohms variable resistor, so you can adjust the amount of backlight easily.
Or , you can simply connect a 47 Ohm resistor in series with the +5 V.

DO NOT connect the backlight without the resistor, the LED's will be overloaded and eventually burn out.

NOTE : Different software requires different connections.... this is the most common one.     
But there is always a schematic described in the software read me.

Connecting the power supply,
for those who built a 12 V
power supply for use in car

The power supply should be shielded, because it produces a lot of magnetic interference.

Best thing would be you leave it in its original casing.
Make sure you have enough air circulation for cooling.

If the fan is too noisy, you can reduce its speed. A practical way to do it is to connect a
1000 uF capacitor and a 220 Ohm resistor like this in the series with the fan .
The fan can start with full voltage easily over the capacitor, but continues to spin slower
because of the voltage drop over the resistor.
 

Don't forget to connect the ground lead to the case of the player if its a metal one.
This applies for the 230/115 V power supplies
 

Connecting the Sound card to cinch (RCA) outputs:

This is the bottom part of the sound card, you can avoid the 3,5 mm connector by soldering the audio cable directly
to the socket.
This saves some space, and gives a much better connection.
NOTE : The ground of the cinch connectors should be insulated from the case.
If not , it will almost certainly give you a ground loop.
And that means a lot of noise and buzz in the audio output signal.