1. Make sure that you have Parallels Tools installed
2. Make sure that VM is in Shared Networking mode
if this won't help, please click Start -> Run and execute cmd.exe. Then type in the appeared window command "ipconfig /all". Then, without closing the window, click Parallels Destkop menu "Help"->"Report a Problem", send a problem report (it is not necessary to provide description) and post here the report ID.