-36 is an I/O error. Maybe you have bad blocks on the disk where that file is stored. Make sure you're copying to a different disk. Try using dd to copy the file instead of Parallels or the Finder:
Code:
dd if=thesourcefilethatdoesntcopy.hds of=myoutfile.hds conv=noerror
Run the command when Parallels isn't running. dd will tell you if it encounters any bad blocks and will skip them. You won't be able to easily tell which Windows files are damaged by the missing blocks. If your virtual hard drive was an expanding hard drive it may be damaged beyond repair - try to expand it to see if that's the case.
If your disk has bad blocks then it should be replaced.