Virtual machines are files or folders that end with the following suffixes:
Parallels Desktop virtual machine file has the .pvm extension.
Parallels Desktop 3 and earlier virtual machine file has the .pvs extension.
VMware virtual machine file has the .vmx extension.
Virtual PC virtual machine file has the .vmc extension.
VirtualBox virtual machine file has the .xml extension.
You can do a search by File Name for any of the above extensions in the Finder.
In Parallels Desktop, go to the Window menu, select Show Virtual Machine List. How many virtual machines do you see there? You can add virtual machines from the Finder to the Virtual Machine List using Drag and Drop if they don't already exist in the list. you can find where a virtual machine in the list is stored by right clicking the virtual machine in the list window and selecting "Show in Finder". You can right click a virtual machine in the Virtual Machine List and select "Remove", then "Move to Trash". If the virtual machine is not in the window then you can move it to the trash in the Finder. Virtual machines are not permanently deleted until after you empty the trash.
To remove a .hdd from a virtual machine in Parallels Desktop, go to Virtual Machine -> Configure -> Hardware. Select the hard disk you want to remove, then click the [-] button in the window. Virtual Hard Disks are usually stored inside .pvm virtual machines as .hdd files. Right click a .pvm in the Finder and select "Show Package Contents" to see inside.
Show virtual machine shows one virtual machine, "Microsoft Windows XP.pvm". But I did find a 2nd hard disk that doesn't appear to have any space, nor any icon. Selecting (-) then OK didn't seem to do anything. It had the same winxp.hdd name as the working disk.
I can only find one .pvm file. When I show package, I see it contains (among other things), the following files:
~/Documents/Parallels/Microsoft Windows XP.pvm > ls -l
total 1638504
-rw-r--r--@ 1 HBrazee HBrazee 0 Jan 16 2010 Agent
drwxr-xr-x@ 39 HBrazee HBrazee 1326 Oct 10 19:13 Applications Menu.localized
drwxr-xr-x 5 HBrazee HBrazee 170 Sep 29 20:03 Snapshots
-rwxr--r-- 1 HBrazee HBrazee 121 Sep 29 20:03 Snapshots.xml
drwxr-xr-x 162 HBrazee HBrazee 5508 Sep 29 18:59 Windows Applications
drwxr-xr-x 4 HBrazee HBrazee 136 Oct 8 14:43 Windows Disks
-rwxr--r--@ 1 HBrazee HBrazee 14715 Oct 10 19:44 config.pvs
-rwxr--r-- 1 HBrazee HBrazee 14715 Oct 10 19:44 config.pvs.backup
-rwxrw-rw- 1 HBrazee HBrazee 32042569 Oct 10 19:44 parallels.log
-rwxr--r-- 1 HBrazee HBrazee 1474560 Jan 16 2008 unattended.fdd
drwxr-xr-x@ 7 HBrazee HBrazee 238 Oct 10 19:13 winxp.hdd
-rwxr--r-- 1 HBrazee HBrazee 15392 Dec 22 2009 winxp.hdd.drh
-rw-rw-rw- 1 HBrazee HBrazee 805306368 Oct 10 19:52 {f2da7186-a721-4c57-92dd-0da3aeb4950a}.mem
~/Documents/Parallels/Microsoft Windows XP.pvm >