Antivirus suggestions for Desktop 6 on a Mac??

I installed Parallels Desktop 6 for Mac onto my Macbook Pro (Core 2 Duo/ 2007 computer build date).

I then installed Windows 7 64 bit into Parallels as a virtual machine, and selected the setting 'Like a Mac' for the integration type.

Do I need to install an anti-virus for BOTH Windows and the Mac OS, or just an anti-virus for the Windows install?

Why do they include a trial version of Kaspersky Anti-Virus for Mac with the installation disk??? Is this because Parallels require's that the Mac also be protected by an anti-virus program??

I'm confused.... thanks for your help here.