No wireless connectivity

I am new to Parallels and I'm having trouble connecting to the internet. When I try to connect I get prompted for a dial up connection. I am connected both wirelessly and hard wired with a high speed connection.

 

Hello,

could you please open the Configuration Editor of your VM ('Edit' -> 'Virtual Machine'), 'Network Adapter' tab and tell me the configurations you have there?
Also check this article please.

Best regards,
Stacey