Parallels interaction with OS X

Running a brand new MacBook Pro. Have installed Parallels and windows 8.1 on part of the HD, because one program I need only runs on Windows. When I was at the Mac store, they showed me parallels running and the background of Windows was what looked like a default blue. Three-finger swipe up and you could choose between the OS X or Windows displays. My version is showing an opaque version of my Mac desktop in the background. If I try to click on one of the tiles, it's not a problem, but once I am done with settings or whatever, it takes me back to the Mac desktop and I then have to select Windows 8.1 from the Parallels drop down at the top of the screen to get back. Moreover, when I try to click on the start button, it's as if it doesn't exist and it takes me back to the Mac OS X screen again. Finally, the three-finger swipe up only shows me the Mac desktop.

I am sure there is some sort of setting or settings that are not correct, but I cannot get the full windows experience, because I cannot click on the start button and, after adjusting settings, everything reverts back to Mac desktop automatically.

Any ideas for a Parallels newb? How can I change the background of Parallels/Windows 8.1 from the opaque Mac desktop? I think that may solve most of my problems, but being able to switch back and forth using three-finger swipe up would sure be a huge plus.

Thanks!