Installed Parallels 8 last week on OS X 10.6.8. In my Windows 7 VM there is a problem with scrolling with the mouse wheel. When I change spaces into the VM I can scroll without any problem initially. But as soon as I click on anything (a different window to make it active, an item within a window) scrolling stops working. The only way I have found to re-enable scrolling is to change spaces and then return to the space with the VM. When I do this the same thing will occur, scrolling works until an item is selected. I have seen same behavior with Logitech M705 mouse and Apple Magic Trackpad. Very frustrating. Did not see the same behavior in Windows XP VM.
It seems something is blocking Parallels Tools from functioning properly - can you try to uninstall your antivirus, reinstall Parallels Tools again and see if the problem disappears?