Getting Kaspersky & Acronis into Windows

I purchased the Parallels Desktop 3.0 and it installed OK.
I later realized I need security software protection when working in the Windows.
Hard to get clear info but read many had issues with programs like Norton running in Parallels so I upgraded to Parallels Mac Premium edition to get Kaspersky. Now I can't sort out how to get Kasp. onto the Windows side.
I burned a data CD (Mac & PC compatible) with the 250 MB PDFM---.dmg file on it, but when I launch Windows, insert the CD and drag the data to the Windows desktop, I can't open the .dmg file in Windows.

I tried the other option outlined in the Parallels Install info but I couldn't figure out how to navigate from Windows to find the dmg file somewhere on the hard drive.

Could someone assits me on how to get Kasp. into and installed in Windows?

FYI I'm running Win XP and OS 10.4.11

Thanks

Gus

 

Sure, dmg cannot be opened in Windows
Why just do not you mount it in Mac OS, and then copy from mounted to WIndow using drug and drop or Shared folders?