One thing that has been driving me nuts with Parallels is that ever time I launched Internet Explorer (6 or 7) Parallels would break out of Coherence mode and switch into full screen. I've been trying to narrow down what was causing this issue when I finally realized it was due to an IE add-on I had installed: Mouse Gestures. Once I uninstalled Mouse Gestures the problem went away. I don't know if this is affecting others, but I thought this information might help someone else.