Verizon LG-600 LTE Disconnects in Parallels

I'm running Windows 7 x64 in Parallels on a 2012 MBA running OS X Lion. I have an issued Verizon LG-600 LTE USB which works great on the OS X side and can VPN to my business network just fine. Once I light up Parallels to use my Windows tools(Exchange, vSphere client, etc), the LG600 disconnects which of course boots the VPN session. Currently, the Parallels network is configured Default Adaptor(Bridged). Is there anything else I should be doing in order for the connection to stay on while using Parallels?

Thanks,

Paolo