I understand your problem, you have my empathy, I'm personally against ISPs that tie their services to MAC addresses as it creates a lot of unnecessary hassle.
Shared network works like this: imagine Windows virtual machine as being connected to a router via a cable (ethernet), this virtual router is a Parallels service (NAPT service). So, DHCP ("Obtain IP address automatically") must be enabled on the Windows side for the Local network adapter, so it gets the an address and the gateway from Parallels 'virtual router'.
If that still doesn't do it, to help you troubleshoot network problems there's this very elaborate guide: http://kb.parallels.com/en/8978
Check every step (skip step 2.2) to guarantee all settings are ok. After checking all steps, if it still doesn't work please report back.
(this is probably the best kb article in Parallels kb, it even helped me solve a very very exotic issue with Bonjour that was adding a 0.0.0.0 gateway via DHCP!)
Last edited by a moderator: Jan 8, 2012