Unable to Save Update

When I check for updates, it says there is one out there, but when I hit "Install" I get:
Unable to save the file "ParallelsDesktop-nova_development-en_us-4.0.3810.237522dmg in /Library/Preferences/Parallels. Permission Denied. (Contact Support)

I put in a trouble ticket #664414 and was told:

1.Start the Parallels Desktop.
2.Start the Windows.
3.Shutdown the windows.
4.Quit the Parallels Desktop.
5.Try updating again.

Didn't work. Got the same message. Now it's been 2 days and no response, so I was going to try Article ID 4790. However, something confuses me. Step 8 tells you to eject the Parallels Installation CD. Step 9 tells you to Install Parallels Desktop for Mac. Now if I've just ejected the CD how do I do this. Don't mean to be funny. I'm just really nervous about uninstalling and reinstalling my Parallels since I have installed expensive applications into my Windows Virtual Machine. And I'm not overly tech saavy.

I have a brand new MacBook Pro running Parallels 4.0 Build 3540. No Bootcamp as far as I know (Parallels installed for me by MacMall. Running Windows XP Pro Service Pack 3.

 

Icegoddess,

Please check my reply to the ticket.

 

Start Parallels Desktop, select save location to your Desktop

 

Thanks everything seems to be working properly. So, in the future:
1. Do I need to disable Netbarrier whenever there's an update?
2. The other comment was that the download location was incorrect. I see a post from John that I need to "Start Parallels Desktop, select save location to your Desktop." I don't see this option anywhere. I checked Parallels preferences under Updates and there is no option for save location. I currently have Firefox set to download to a Downloads folder so I don't end up with a cluttered desktop, but that is for stuff I download manually. Mac's Software Update bypasses this and automatically downloads somewhere else.

And one other off-topic question. I get reminders about Parallels Internet Security. I already have Virus Barrier and Net Barrier installed. So, does this product add to that or would one interfere with the other?

Thanks

 

I just did the same there, when notification received , I just changed location from
/Library/Parallels to your Desktop location
about Netbarier - yes probably you need to disable it, anyway at that time trick helped