Parallels v4 with Windows XP - Alias on desktop

I just converted my 3.x vm of XP SP3 to 4.0. So far so good. But I can't figure out how to create an alias on my desktop of my favorite VM(XP) apps. I had this in v3 so I could immediately run those apps in Coherence mode. I believe there used to be a folder of apps in my APPS/PARALLELS folder. Now it isn't there. Maybe it is moved but in either case, I can't find it. Can some help tell me how to do this.

Hope this is an easy question. Thanks in advance.

--Mickey