Conflicts with Photoshop full screen mode

Hi,

I am a new user, switching to parallels 7 from VMWare fusion.
On the whole, I am pleased with parallels, but have noticed a few buggy-like behaviours I didn't get in fusion.
The latest of which is that when I have parallels running (win xp), in any mode, I cannot switch to fullscreen mode in photoshop cs5 (snow leopard). This never happened in fusion.
Is this a bug or is there a way to stop this?

Many thanks.