This may be off topic but I am wondering why I was easily able to join the domain at my office with Parallels but, following the same procedure (as outlined on Microsoft's support site as well as the built in XP help docs) I cannot get my Bootcamp install to do the same? Are there any differences in configuration I should be aware of?
Check your network configuration, see if you can ping the domain controllers. Make sure the IP address is valid and all that jazz.. 99% of the time it's a network communications issue. It does work, I have my BootCamp VM joined to my office domain. Also once you've joined in one mode, you don't need to switch to the other and re-join. So once you've joined under Parallels, you don't need to re-join under bootcamp (unless it's a different VM of course.)
You're probably not going to be able to use shared networking in that environment because your Windows vm is concealed behind the Mac NAT layer. Try it with bridged networking. And be sure you have a local account for those times you're not connected to the domain.