what would be great is that there is an configuration option in preferences that remaps the apple-Q key combination to first shut down XP properly and then quits parallels.
In between, I recommend you to change the Parallels Desktop preferences such that on Application Quit is mapped to Suspend. It is very quick and comfortable with the latest beta and RC. It is not a shutdown of XP, right, but that is safer than risking killing XP when hitting apple-Q.
