New user issues

Greetings, I am a new user and new to Mac OS. I have installed Parallels and cannot seem to get it started. I get a very small screen with the virtual machine and cannot get the control, alt, delete keys to work in the virtual machine to activate work so I can start.

One of the techies at our office said "all set" and I can even figure out how to start my MacBook Pro with Boot Camp option so I can test my remote connections.

Any help is greatly appreciated!

Tom