Can't install windows

I just bought a copy of windows 8.1 and realized parallels doesn't accept the .exe for an image file. Just got off the phone with microsoft and they will not support this and told me to contact apple. Whats the best course of action to get windows installed?

 

http://kb.parallels.com/en/121009

 

Hi Thomas,
You need to have a DVD version or an .ISO image file for Windows 8.1 in order to install Windows operating system on your Parallels Desktop.
If you are running Parallels Desktop 10 on your Mac, please follow the steps given below :
- Create an Modern.IE Test Environments for Windows 8.1 as suggested at http://kb.parallels.com/122641
- Copy the Windows 8.1 .exe installation file that you have downloaded on your Mac into Modern.IE Test Environment.
- Run the .exe file and enter your Windows 8.1 product key.
- Select the option : To save the installation media as an .ISO image file and choose the location as Desktop
- The wizard will create an ISO file and it will be saved on your Windows Desktop which can be accessed from your Mac desktop if Sharing option is enabled.
- Now please follow the steps in the Knowledge Base article http://kb.parallels.com/4729 to install Windows using ISO image file.
- After the successful creation of Windows 8.1 Virtual Machine using the .ISO file, please remove the test Virtual Machine that you have created.

 

Why aren't these instructions in a KB themselves, specifically the KB I posted which is the one that comes up when you search for this problem?