Stop Parallels desktop from being first in CMD+TAB when in VM

If you use CMD+TAB while in a VM, Parallels Desktop is moved to the front of the windows list - but it doesn't do it when CMD+TAB in OSX desktop.

It makes using CMD+TAB to switch between applications while in VM on seperate monitor cumbersome.

I'd suggest, if Parallels Desktop is closed (hit red X), and it minimizes to status bar, that it doesn't show up in window list - and if so, that it not always be the first item picked when hitting CMD+TAB.

For reference, I have two Apple monitors and my laptop open, running a windows VM on one monitor in full screen mode.