Hi,
In this case you can try to press and hold Command key and double click on Parallels Desktop icon - this should open VM configuration editor without automatically starting virtual machine
Another way is to edit .pvs file of VM. It is usually stored under Users > you user name > Documents > Parallels > VM name
In this file you should set 'start auto' to 0 and this will prevent VM from automatically starting on Parallels Desktop startup.