Same here. The last couple Parallels Mac Desktop upgrades seem to have removed the ability to see external (or NAS mounted drives) in the Mac's finder sidebar. My workaround is to use finder to show my NAS (Synology), open the NAS in the Finder sidebar so it mounts on the desktop. Then, when in Parallels Control Center, right click on the Win7 VM, select clone from the dropdown. My mounted drive does NOT show up in the resulting Finder window sidebar, so I have to DRAG the mounted NAS disk icon from the Mac desktop to the Finder sidebar (the one that shows up when you click on the clone option). FINALLY, I can tell the vm clone to put itself on the mounted volume. Parallels should fix this bug. It used to work sanely.