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This problem still exists in PD10 (with Windows 8.1 and OS X 10.9.5). I have reported the problem and it has been escalated to technical (level 2)...
This is what helped me, but on Mavericks, there is no "Spaces" anymore, so this has to be done through "Mission Control". Just open up Mission...
I'm having this problem in PD8 with Windows 7 and Visual Studio 2012 specifically. Problem reported with ID 30444928.
Just go into Tools > Options > Environment > Keyboard and in the "Press shortcut keys" field, press whatever shortcut key you're having problems...
I'm having the same problem now, in Parallels 8.0.18494. [ATTACH]