I had this issue with a new Logitech wireless (USB) mouse.
I had to tell Parallels that the USB receiver should be used by the VM (Windows 8) by using the menus at the top, devices, USB and clicking on the USB Receiver. Then Windows 8 would load the appropriate drivers.
However, (though I generally just let Parallels put Windows 8 into suspend when I shut down Parallels), I will have to re-do the selection process if I have to shut down/restart Windows 8.
Hope this helps.