Allocating CPU resources

Preface: I'm not the most computer savvy person in the world. I'm by no means inept, but try to keep responses on the more simple side please.

I'm trying to run a fairly memory intensive game on Parallels. I succesfully got the Parallels and Windows XP Home Installed with little-to-no trouble. Now my question is how can I make sure the CPU allocates enough resources to Windows to run the program properly.

If this isn't possible, are there any alternate methologies of running this Windows only program on my Mac?