Cannot change default app

When I installed Parallels 4 under Snow Leopard it changed the default app for my mac data files to be the Windows app and starts Parallels when I double click the data files. When I try and change the default app by getting the file info for a data file, changing "Open with" to the correct (Mac) app and clicking "Change All" to make this app open all files with the given extension, the change is not made and the "Open with menu changes back to to the Windows app set up by Parallels.

It is as if Parallels has changed the OS to prevent me opening files on the Mac side even though it is not running.

I would like to run Parallels 4 as I have done Parallels 3 so that it is as isolated as possible from my Mac System and certainly do not want it changing existing files on my mac so they open Windows.

Any suggestions appreciated.