I'm running Windows 7 with Parallels 7 on my MacBook Pro, running Mountain Lion OS X 10.8.3. I was curious as to what the icons at the top of the screen do, so went through them one by one. I came to one that opened a Window for Action Center. Apparently Action Center is used to review current messages about the computer's status and to find solutions to problems. There is statement to "Open Action Center". I open it and it says that everything is OK. I exit Action Center, but the Action Center Window remains on the screen. I tried quitting Parallels 7 and the window went away, but came back when I restarted Parallels 7 and Windows 7. Can't see a way to exit from it, or delete it. Really get in the way. Might have to reboot my MacBook Pro. Too bad Windows 7 isn't as bullet-proof as OSX 10.8.
I"m gong to reply to my own question with a solution. The icon that opens the window to access Action Center is a flag. If you click the flag it opens the window. If you click the flag again it closes. Found it by accident, just as I was going to reboot my computer to see if that would get rid of the window. So the windows opens and closes as you toggle the flag icon.