Not sure you can do file shortcuts but if you load the file into an app you can keep this in your dock or create an alias to have on the desktop.
This is a feature I'd love to see implemented, and I've suggested it before. You could associate certain types of files with Parallels, and Parallels would then launch the appropriate app in Windows. For example, you could specify in OS X that all .vcd files are to open with Parallels. Parallels would then pass that command on to MS Visio, and the file would open. An even better solution would be to associate .vcd files with the "mini-app" of Visio that Parallels creates for use in the dock. Example: Associate .vcd files with the mini-app of Visio --> double-click on .vcd file --> mini-app launches and tells Parallels to open Visio --> .vcd file opens in Visio. I wonder how hard it would be to implement??
you cannot because it is in effect a shared drive What i do all the time is go in through the file menus on the mac HS >> >> user >> me >> desktop or you can make a short cut and move it onto the WiXP desktop Hugh W