You're going to have to be a whole lot more specific about what you're doing and what is or is not happening if you want help.
I'll take a shot in the dark and guess that you starting Windows in Parallels and went to full screen and don't know how to return to OSX. If that's the case, have you tried shutting down windows?
And for me second totally random guess, are you sure you're using Parallels and not Bootcamp?