The instructions are incorrect for this. The installer wants/needs read and write access to the installation files, so the install fails with a "bad interpreter: Permission denied" error.
What I ended up doing was:
1. coping the contents of the Parallels ISO to a folder on the desktop.
2. assigning read and write permissions to all the files
3. remounted the Debian ISO, you'll need this to finish
4. start a terminal session as root
5. apt-get install gcc
6. apt-get install make
7. uname -r
8. apt-get install linux-headers-"XXXXX", where XXXX is the results from #6 for my distro it was: apt-get install linux-headers-2.6.26-2-686
9. switch to the folder with the Tools install
10. sh ./install
11. let the install run, it will prompt that you are still missing components. as long as you've left the debian ISO mounted it will to it automatically
What I ended up doing was:
1. coping the contents of the Parallels ISO to a folder on the desktop.
2. assigning read and write permissions to all the files
3. remounted the Debian ISO, you'll need this to finish
4. start a terminal session as root
5. apt-get install gcc
6. apt-get install make
7. uname -r
8. apt-get install linux-headers-"XXXXX", where XXXX is the results from #6 for my distro it was: apt-get install linux-headers-2.6.26-2-686
9. switch to the folder with the Tools install
10. sh ./install
11. let the install run, it will prompt that you are still missing components. as long as you've left the debian ISO mounted it will to it automatically