Please reinstall Parallels Tools, shut down Windows properly, restart the Mac. After that please do the following:
1. Go to System Preferences-Sharing-Internet and turn off Apple Internet sharing;
2. Please set Parallels Network Adapter to Shared networking;
3. In Windows please open Network Connections, right-click LAN icon, find Local Area Connection properties, select Internet Protocol TCP/IP properties, open General Tab and select Obtain IP and DNS server addresses automatically checkboxes