Alan---I had a similar problem as well. And while I am confident in Parallels will ultimately fix the problem, I am *not* so confident in Quicken's robustness anymore. Therefore, what I have chosen to do is leave my master copy of my Quicken data on the Parallels disk, and use the program MirrorFolder to mirror it over the host-only network to the Mac native disk. That way, Quicken gets the advantage of a more "native" file, and MirrorFolder allows me to keep an up-to-date copy in a place that I can easily back up on a regular basis.
Oh, BTW, I have found that Windows File Sharing over the host-only network is more stable than Parallels shared folders. (That is an understatement, actually---Parallels shared folders crash my Windows install.) Again, Parallels is certainly going to fix this eventually, but for now, that may be your best bet.
Mirrorfolder costs less than $40 and is a small price to pay for peace of mind. You can try it for 30 days free. Google it and you'll find it.
Last edited: May 18, 2006