It shouldn't be launching in bootcamp. The Parallels icon in the dock, should launch the virtual machine in the Mac. With this launched, the Mac toolbar at the top of the screen has the Parallels icon to change settings and the views.
Are you sure you have got a Parallels icon in your dock?. It sounds to me as if you have a bootcamp icon. This offers the option to automatically shutdown and launch the bootcamp Windows installation. Check in your applications for a Parallels Icon.
If you have go the Parallels icon, right click on this, 'Preferences', 'general'. There should be a button to "Show Parallels icon in menu bar". It is this icon in the manu bard you need to use to change the appearance of the virtual machine.