Why run it under parallels? Download the mac client and use the datafiles from the windows version with your registration key.
Yes, Nevewinter Nights works fine in the build 5060. You can download it here http://www.parallels.com/en/download/desktop/beta/
I tried this at first and the Mac Client wouldn't work with my data files, I also read that you can't use the Windows/Linux data files with the Mac client as they wanted you to buy the Mac version so they could see how popular games were on the Mac. Also its a PPC binary so would be running under Rosetta...