The host-only with internet sharing is a really convenient way of hiding windows etc. from the outside world but the built in OS X firewall GUI does not discriminate between network interfaces. It would be very helpful if Parallels could setup a default firewall configuration that let traffic from the emulated parallels network exit the Mac to the internet without having to open up the Mac to the internet. One option may be to bundle a third-party firewall app and supply an example configuration.
