If you're using openocd, you just need to run it with the "parport.cfg" configuration file + the Olimex supplied stm32f4x configuration file:
openocd -f <path to parport.cfg> -f stm32f4x.cfg
I successfully programmed my E407 board many times this way, with the parallel JTAG adapter sold by Olimex.
(For other reasons the JTAG port of the board seems dead now after I flashed a demo which was not written for the E407, so I have had to contact Olimex support. But that's another story)