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The same thing happened to me. I had to return the XP disk to the vendor and get a new one. The new one worked fine. Hope this helps.
I did have print sharing enabled in OSX, but I rechecked the box and tried it again. Same message as before that I don't have permission.
Please help......... I have Parallels build 3212 and I have followed the forum's instructions for setting up my printer via BonJour. Everything...