What version Parallels are you using (from About Parallels in the Parallels Desktop menu) ? This is a very old bug i thought had been fixed now..
to resolve the issue manually, you must open Terminal from Applications > Utilities
cd ~/Library/Parallels
then cd to the directory of the VM having problems
rm *.lock
then you should be able to restart the VM.
if your VMs are not in ~/Library/Parallels then they will be in ~/Documents/Parallels