Windows 7/Mac OS integration

I'm running Windows 7 on Parallels 5.0. Previously I've used Parallels 4.0 with both Vista and XP. I'm unable to move files from my Mac Desktop to the Windows 7 Desktop. When I grab the file on the Mac desktop and move it to the Windows 7 Desktop I get a green circle with a white plus inside on the icon, but nothing transfers to the Windows desktop. I'm not sure if it's related, but when I open Word documents from a Mac folder (Dropbox...see screen print file I uploaded) they are all "read only" even though the Mac folder is designated as a shared folder. I have not had this problem in my previous experience with Parallels and Windows. If you need more info, please let me know. Thank you!