ACPI is not supported in current version of Parallels Workstation 2.1 due to system bios limitations. We are currently work on this support and it will be included in future versions of Parallels Workstation.
At the same time we are able to send notification about such event as "Shut down" to guest OS even without ACPI - for example using Parallels Tools as a agent. This feature is already in our roadmap.