Install Parallels Tools using "Install Parallels Tools.." menu item in the Action menu of the Parallels Desktop application. Reboot Windows.
lenchka, When you select Install Parallels Tools from the Action menu, Parallels is supposed to automatically insert a cd into your Windows CD drive. If you have any auto-insert notifications turned off in Windows, you won't notice this. But, if you'll open up an Explorer window and take a look at your CD drive, it will be there. Double Click the drive and Tools will begin installing.