Are you talking about something like: this
http://www.sonnettech.com/product/echoexpressse_10gbeadapter.html ? Is it the only network your Mac is connected to or is it also connected with the built in gigabit ethernet?
Note that the virtual hardware listed in Computer Management -> System Tools -> Device Manager is different than the Mac's real hardware because the devices are virtual. The virtual network adapter that I see in my virtual machine is "Intel(R) PRO/1000 MT Network Connection" even though my Mac uses a Broadcom Ethernet Controller (1 Gbps).
Since the network adapter is virtual, there is a possibility that the throughput is not limited to the throughput allowed by the network adapter it is emulating. For example, the virtual floppy disk drive device can read a disk image at much greater than floppy disk speeds. I tried the RTL8029AS network adapter in Parallels. Even though it's supposed to be a 10 Mb/s Ethernet adapter (
http://www.realtek.com/products/productsView.aspx?Langid=1&PFid=15&Level=4&Conn=3&ProdID=23 ), I am able to copy a file at 50 MB/s to a network server. This is not a definitive test since it's using a Parallels driver and is reported as 1 Gb/s in the Windows Control Panel...
Have you checked the throughput in Parallels to see if the virtual network adapter can get more than 1Gb/s? If the throughput can be greater than 1 Gb/s then we know that the virtual adapter does not limit the throughput. However, using a 10 GbE virtual adapter might be more efficient if there are non-physical enhancements that a 1 Gbps adapter does not have (I don't know if there are any). Parallels would have to create code to emulate a 10 GbE adapter in that case to take advantage of those enhancements. The driver for it would be built into Windows (if Windows includes such drivers as it does for the Intel(R) PRO/1000 MT) or would be included by Parallels Tools (as is used for the RTL8029AS Realtek device).
If you are transferring files between the virtual machine and a server then you may wish to compare the transfer speed using the virtual network adapter (Intel and Realtek or whatever options Parallels gives you) and the transfer speed using the Parallels Shared Folders feature.