Windows stuck in Full Screen Mode - can't see parallels menu and can't do coherence

I don't know how I did this, but somehow I can not change the display to either coherence or single window mode. I can't see the parallels menu. I can't of course use the devices menu or any other settings in parallels.

Not only that, but my Windows desktop picture now dominates my entire Mac world.

How do I go back into coherence?

I am running Parallels desktop 4 with the latest build - win xp. on an intel imac.
 
Ah, oh, it did it again. I can't see the parallels menu any more. I know this problem went away last time, but I can't recall how it was fixed. Please, please, please reply to this issue.

Thanks
Jim
 
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