Virtual Machine -> Configure -> Options -> Sharing -> Share Folders: All disks. Your dmg disks should then be visible in Windows at the path \\psf\Host\Volumes\
psf stands for Parallels Shared Folders and can be reached by clicking the Parallels Shard Folders shortcut in Windows.
The All disks options makes available your Mac OS X disk / (which includes the Volumes path which includes all disks) to Windows as \\psf\Host\ and the user home folder at ~/ (available in Windows as path \\psf\Home\).
The Home Folders only option just makes ~/ available to Windows as \\psf\Home\
