Hans, your dongles were recognized because they worked first time? If so try what Jeanne did 2 posts up from yours. He disabled then enabled USB hasp under windows not under parallels. Here's an expanded version of Jeanne's that worked for me.
With your dongle plugged in. In windows xp you go start menu, my computer, control panel (on the left pane, also on my new XP install I selected "classic windows view" to the left as well) this shows ALL the control panel icons. Then pick system icon, hardware tab, device manager then expand "Universal serial bus controllers" in the tree view. On mine it shows "Alladin USB HASP key" with an exclamation mark. Right click on it, properties, then select disable from device useage at bottom. Then ok. close devise manager window, then reopen. My hasp now has a red cross through it. Select it again, right click prperties then click "enable device" button. Follow prompts then finish and close. Back in device manager I now have 2 hasps in the tree view! exit out back to windows desktop and try your program. I hope it works.
I also plug my hasp in when the virtual machine is running (ie not before) so the mac doesn't snatch it or something crazy.
You also mention you have several programs requiring a hasp? Just remember parallels only supports 2 attached usb devices per virtual machine. So if you have a usb mouse or other devices you cant use several hasps concurrently. Good luck - i hope it works for you.
As an aside, if this is all a bit tedious I don't really mind. IT WORKS! I have been trying for years to get my dongled program to run on a mac. Yesterday i finally made the complete switch

Only a fellow mac user could understand why i am so happy.
If parallels don't sort this hasp thing out fully I will just use a macro to automate all this usb disable/enable stuff. Macro Magic under windows have a very powerful and easy to use macro generation program that if free (or inexpensive.)