When I first installed Parallels and I attached my external USB Blu-Ray Drive it asked me if I always wanted Parallels to use it for Windows or ask each time and I chose "Always for Windows" which it now does. However I want to cancel that and have it ask me each time I connect it to choose between Windows and Mac. I've left all my other USB devices to always ask each time and I want the Blu-Ray to be the same. Is there a setting somewhere to do that?
You could use the help menu to look for stuff related to USB. Parallels Desktop -> Preferences -> USB.