Move the .pvm to /Users/Shared/Parallels. You may need to change permissions so that everyone has read/write access to the .pvm and its contents.
Code:
JoeMacPro:~ joevt$ cd /users/shared/parallels
JoeMacPro:parallels joevt$ ls -ld *.pvm; ls -lR *.pvm
drwxrwxrwx@ 9 joevt staff 306 12 Oct 00:42 Mac OS X 10.6.pvm
total 232
drwxrwxrwx@ 6 joevt staff 204 12 Oct 00:07 Mac OS X 10.6-0.hdd
-rw-r--r--+ 1 joevt staff 16384 12 Oct 00:42 NVRAM.dat
drwxrwxrwx+ 2 joevt staff 68 11 Oct 17:13 Snapshots
-rwxrwxrwx+ 1 joevt staff 16194 12 Oct 00:42 config.pvs
-rwxrwxrwx+ 1 joevt staff 16194 12 Oct 00:42 config.pvs.backup
-rw-rw-rw-+ 1 joevt staff 61925 12 Oct 00:42 parallels.log
-rw-r--r--+ 1 root staff 1008 12 Oct 00:42 statistic.log
Mac OS X 10.6.pvm/Mac OS X 10.6-0.hdd:
total 18359312
-rw-rw-rw-+ 1 joevt staff 1159 11 Oct 17:00 DiskDescriptor.xml
-rw-rw-rw-+ 1 joevt staff 1124 11 Oct 17:00 DiskDescriptor.xml.Backup
-rw-rw-rw-+ 1 joevt staff 0 11 Oct 17:00 Mac OS X 10.6-0.hdd
-rw-rw-rw-+ 1 joevt staff 9399959552 12 Oct 00:42 Mac OS X 10.6-0.hdd.0.{5fbaabe3-6958-40ff-92a7-860e329aab41}.hds
The files above show read/write access for Owner, Group, Everyone. Directories also have execute access (for viewing list of files). I'm not sure why the statistic.log and NVRAM files only have write access for the owner. You can probably just ignore those and just have all files have read and write access for everyone.