Can't Right Click in Parallel Desktops

Tycoonalex

Bit poster
I'm having problems right clicking in my Virtual Desktop. I have changed the right click settings in Preferences as shown here:
v6nthf.png
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Am I doing something wrong? I'm running Parallels Desktop 3.0 Build 5584.0 on a Mac, and my Virtual desktop is running Windows XP Service Pack 2.
 
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