I have been searching all over to find a better way sharing file between mac and windows, finally I found this site that show how to manage the share file, really drag and drop! Both from windows or from mac. It also save me space and confuse coz mac and windows use same folder. http://www.globalgossip.bravehost.com/paralells/parallels.html
Good for those using the production release build 1970 but the beta 3096 allows direct drag and drop between OS X finder and Windows Explorer.