Verify Which VM (if any) to Launch

When I open a file on the host computer, I want Parallels Desktop to verify that it is launching the app I actually want to open the file I've selected, so that I don't have to wait while the computer boots the wrong VM and then takes time to shut it down properly. Ideally, if I need to invoke a program that's not in the currently running VM, I'd like to see a host dialog that would either allow me to specify which VM to use, or cancel that action altogether.

Far too often, I have wanted to open a file with a program I know to be running, only to have Parallels Desktop launch an unexpected VM when I double-click the data file. I'd like a confirmation dialog in that case: "Are you sure you want to open this VM?" And I should be able either to say "Yes", or which other VM I want, or just "No, forget it."