It'd save a bunch of time if Parallels (via Parallels Tools) would set the proxy settings for guest OSes (at least Windows) based on the host OS's settings. e.g. my host OS is Mac OS X, and my proxy settings are configured by my Network Location and/or by a DHCP lease (not as common in my experience, but I'm pretty sure some DHCP servers advertise a http proxy for example). Parallels could take that information and set it in the guest OS (e.g. Internet Explorer in Windows) based on changes to these proxy settings (detecting changes in Network Location and/or changes in network configuration) so that the guest can access the internet where a proxy is mandatory (e.g. many workplaces). It'd have to be a configurable setting for the VM, as its not always going to be desirable, but for most situations the proxy server (or .pac file) in use by the host OS is going to be needed by the guest OS.
