Issue with Lion and Parallels WinXP VM

Hi there! I installed Lion 3 days ago and so far have not had any problems running WinXP on Parallels. However, I did notice one annoying issue though. I usually run WinXP full screen on Parallels. I noticed that when you try to return back to "window" mode, the screen turns yellow with the image of the WinXP desktop inverted. Has anyone noticed this? Not sure if I need to tweak anything from my Parallels settings. Thanks