I'm unsure on what is really going in Parallels 3.0 (know little).. May be repair of permissions will help... but as a quick try I can suggest
Please start /Applications/Utilities/Terminal and execute the following commands (without quotes):
1) "ps aux | grep pvsnatd", post here an output
2) "ifconfig -al" (post here the output)
3) "ls /Library/Logs/CrashReporter/pvsnat*" (output)
and as a main thing that should help
4) "sudo /Library/StartupItems/Parallels/pvsnatd" and restart the VM