You must properly shutdown Windows from within Windows using the Start > Turn Of Computer > Turn Off command.
Also after closing Parallels make sure there are no .lock files in the Virtual Machine Bundle Package.
Message was edited by: WoodyZ
Note: You may also want to boot back into Windows and run the CHKDSK /F Command in a Command Prompt and then when done reboot and properly shut down from within the OS.
Message was edited by: WoodyZ
Note: You may also want to make a copy of the Parallels Virtual Machine and uninstall Parallels equivalent of VMware Tools along with what was previously mentioned and then run the go from there.