Can see Windows desktop but not C: Drive

Using Parallels Desktop 6 in the latest version of Snow Leopard (not upgraded to Lion yet), I can see files on my Windows 7 (64-bit) desktop in the Finder. I have also put the Windows Applications folder in the dock into the Finder sidebar and can see those files OK. But I can't see the C: drive or any files there. I can, however, see all my MacHD files from Windows Explorer.

What is going on to keep me from seeing the C: drive in my Finder? I have followed the steps in the following article:
http://download.parallels.com/desktop/v6/docs/en/Parallels_Desktop_Users_Guide/27290.htm

Thanks for any guidance!

James

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