Seriously - igo to the wizard bit it says chose installation??? WTF is that?? No idea. I choose auto, it doesn't do anything, chose manual - no idea again whats going on what do i need???
You need Windows installation media (DVD or ISO), Parallels Desktop doesn't come with Windows (neither it says anywhere it comes with Windows), Parallels allows you to run Windows, but you still need to acquire the installation media and a valid license separately.
WTF? FFS? crap? Escuse me? Are you able to write in a non-offensive and non insulting manner? You can buy Windows either directly from Microsoft or most computer software resellers.