Manually Configure/Tools are not installed

When instaling the virtual machine this message comes up:
"You need to manually continue the process of configuring the "Windows XP" virtual machine".

When I go to the weblink it talks about logging in to XP but I just have a black window. This then tells me that Parallels Tools needs to be installed.
Tried to install tools but nothing happens.
Tried uninstalling and installing several times, currently using the trial version if that helps.
Parallels 5.
Mac book Pro
Mac OSX 10.5.8
Windows XP

Any Ideas?