Internet Issues w/Parallels 6 windows XP

I recently installed Parallels 6 Student Edition on my Macbook Pro (running OSX Lion v. 10.7.1). I am running Windows XP Home Edition v. 2002 w/ Service Pack 2. I am in a computers class that allows me to download Windows 7 for free, but I can't do this because I can't connect to the internet.

I have read many threads about this issue, gone through the user guide, etc. and had my father try to help me. I can provide information upon request. I just need help getting my VM to connect to the internet, but I can't figure out what's wrong. Thank you!