Hi Marcosi,
To disable automatic snapshots creation, please disable "SmartGuard" option on Virtual Machine configuration. Please follow the steps given :
1. Start Parallels Desktop, but do not start the Virtual Machine.
2. Click Virtual Machine menu > Configure.
3. Click Options > Backup.
4. To disable snapshots, click the SmartGuard menu and choose "Disabled".
Please feel free to reach us, if you need any further assistance.