At last! Solved!
http://kb.parallels.com/en/113905
My problem was that WinXP was setup to enable CAPSLOCK when the Shift key is pressed once. It seems that Parallels has setup the keyboard like this after the Transporter was used to migrate the VM. I have never setup the CAPSLOCK feature like that before, so I think is a problem with parallels 7.
After I enabled that the CAPSLOCK keyboard enabled the caps, the problem was solved.
http://kb.parallels.com/en/113905
My problem was that WinXP was setup to enable CAPSLOCK when the Shift key is pressed once. It seems that Parallels has setup the keyboard like this after the Transporter was used to migrate the VM. I have never setup the CAPSLOCK feature like that before, so I think is a problem with parallels 7.
After I enabled that the CAPSLOCK keyboard enabled the caps, the problem was solved.