I've been trying to upgrade from build 5584 to the latest 5608. I've had several attempts over the last couple of weeks and it seems to be really playing up. Sometimes it said I was upto date when I wasn't. Currently I have the DMG on my desktop but it looks very corrupt. I've downloaded a second time and it's the same.
I had the same problem. Twice I started Parallels, Downloaded the Update and said yes to the install it now question. Both times it hung Parallels requiring a kill. Both times the downloaded .dmg was corrupt. It worked the third time. I answered NO to the install now question, quit parallels and opened the .dmg which was not corrupted this time.
We are checking situation on our side and with ISPs, we found several problems and working to resolve them, meanwhile Please download build 5608 following link bellow: http://download.parallels.com/v3/en/GA/Parallels-Desktop-5608-Mac-en.dmg and reinstall Parallels Desktop as described in kb http://kb.parallels.com/en/4790