Connecting through airport: what a nightmare!

I have a macbook pro with Snow leopard 10.6.5 (airport wifi is built it).
I am now try to connect to the web within Parallel 6.x but if I select airport from the bottom right option control panel, i will see under windows that it is indeed connected, but explorer will not connect. I also used the Shared Network option (and say connect), and again although the icon on windows will show a connection at 1gb/sec in reality explorer or firefox will N0T connect.

I am lost.
help please?