problems with access rights

I have recently upgraded to Parallels Desktop 6. Now, every time I try to save a new file in the document folder of Mac it seems impossible: "You do not have access rights to \\.psf|Home|Documents .... ect .. See your administrator for access to this folder". Otherwise, if I try to save a modified file without change name and folder there isn't any problem.
Before the upgrade there wasn't any problem like that and now I don't understand how to fix it.

Thanks, Valerio