Importing my old PC to my MacBook Pro & Anti-Virus

Hello,

I transferred my old pc onto a virtual machine within my new MacBook Pro. Process went smoothly - no problems there. However, I now have a few shortcuts / files placed on my OS-Mac desktop which seem to relate to this transfer but seem arbitrary enough. What is the relevance of these files? I also have a Windows 7 virtual machine (created new) on my Mac but that installation didn't produce any such shortcuts / files other than one to open up the Windows 7 machine itself.

Also, do I need to install a separate Anti-Virus program for each of the operating systems (which would mean 3 separate AVs!)? I installed the Kaspersky on the Windows 7 virtual machine - or at least I think that is what I did when Parallels prompted me to do this. I searched around on the Parallels website and the internet in general for an answer to this one but couldn't see a proper answer.

Thanks.