What's the story with Kaspersky? I don't see anything here from Parallels discussing this new feature. I installed it and it appears to have only a 6 month license. Is this the intent - to offer a "preview". It's not marked as such - the installation doesn't indicate anything that it's a limited product.
Take it out and install the free WinClam that uses ClamAV. ClamAV also runs in OS X so you have one butt to kick or hand to shake if anything goes right or wrong.