When I start Parallels RC on my MBP 2.0 I get the following message: "Parallels Desktop has detected that VMX mode is already activated by another running application." Seems strange as I have no other applications open, and checking 'ps uax' on the console I cannot see another strange task or another Parallels instance running. What could this be? I think Parallels should be more specific in this warning message...
In general this means that VMX mode was activated before Parallels start. This message warns you about some unpredictable interactions with other application using VT-x. In your case I think it just means that for some reasoin VMX wasn't switch off after previous Parallels session. It's OK then - just ignore it.
This seems to disappear after you reboot your computer. I haven't seen it since then. (The same message came back when I switched back to B6 before rebooting.)