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Yes, you have no any boot device. You need to add existing virtual hard disk to this machine or create new one and install OS.From virtual machines I choose new and I tried "continue without disk" and then choose e.g. ubuntu. Then the the virtual machine is indeed added to the list, but I can not do anything as it tells me - after trying HD, CD, floppy and network - that no boot device is available.
Did you get any error messages? Could you please send a problem report?I tried also exactly as on the video tutorial and try to install a blog server, but then this - or any other virtual appliance - does not show up at the virtual machine list. Opening the .pvm does not work either.
VM shoud be placed in ~/Documents/Parallels
Also I've reproduced your case with Parallels Desktop 7. VM was registered for root.
I checked it in Terminal:
% prlctl list -a
% sudo prlctl list -a
Also VM has incorrect permissions. This is the reason why it couldn't be added to VM list. To fix this type in terminal:
sudo chmod -R a+rw ~/Documents/Parallels/<new_vm>.pvm
For example:
sudo chmod -R a+rw ~/Documents/Parallels/Blog\ Server\ Virtual\ Appliance.pvm
Thanks, I will report this issue.