Parallels Working With MS Office 10

I thought the latest version of Parallels would fix this frustrating problem. The default applications when it comes to MS Office files is the Mac OS MS Office 2004 rather than the Windows MS Office 2010 files even though these files have a .docx (Word) or .xlsx (Excel) extensions. In Outlook, these attachments adopt the Mac icon rather than the Windows icon. In fact, when I hit help in the Parallels menu, it launched Safari instead of Internet Explorer. How do I keep these to OSs and their respective applications separated? Makes me wonder why I am bothering with Windows in the first place.