There's a fun way to do this: if you go to the System Preferences for you Mac, and under "trackpad" check the "Place two fingers on trackpad and click button for secondary click" checkbox, you can do a right-click in Windows by, well, placing two fingers on the trackpad and clicking.
I like this, and also in Parallels, I have it configured to generate a right-click if I hold the button down for a second or so.