Update: Found this kb article - http://kb.parallels.com/en/113470
Article suggests that build 15055 fixes the problem. After completely removing both the Parallels tools and the already installed 15055 build and reinstalling from the scratch I confirm: Behaviour is NOT fixed in the 15055 build! Maybe I got it wrong and they only said 'Yes, this is a bug in 15055 and we'll fix it in the next build'.
Last edited: Mar 26, 2012