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Purchase a three button mouse would be one way. You may get more help if you post in the Mac technical forum. Assuming you have a Mac as you didn't say, but they come with the much enlightened one button mouse. This is a forum for one's wishes not problems.
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Well, I don't interact with any of my *nix guests through the Parallel's window; I just do X11 tunelilng, in which case a middle-click is easily simulated with option+click (if set in the X11 preferences)