Command-W in Parallels

Is there any way I can map Command-W in Parallels so that it executes a Ctrl-W instead of asking me if I want to shut down the VM?

 

Parallels Desktop -> Preferences -> Keyboard. Change Cmd+W to do Ctrl+W

 

That didn't work. To do this, I have to uncheck "Enable Mac OS X System Shortcuts". However I want to keep most of those except Command-W for Exposé and such. Ick.

 

It worked for me using Parallels Desktop 6 while running the VM in window mode.

There's two sets of shortcuts: Parallels Desktop Shortcuts and Virtual Machine Shortcuts. I edited the Cmd+W in the Virtual Machine Shortcuts.