Please follow the steps as suggested at http://kb.parallels.com/111603 and update Parallels Desktop 9 to the latest build.
Parallels Desktop 9 for Mac (Latest build 9.0.24237) addresses overall stability and performance issues, please open the below link for Updates Summary.
Same Problem. I was not able to solve it via the shell as proposed here http://kb.parallels.com/en/121300 as I am not familiar with it.
My way: Downloaded Ubuntu 14.04 Image from http://www.ubuntu.com/download/
Used Parallels VM List: new VM, Windows or other OS from DVD or Image
after I clicked "proceed" Parallels found the Image directly and showed it in the installation window so I had only to click "proceed" again and all worked well. Parallels tools were installed automatically.