Screen Question when using Windows with Parallels

I don't know about Parallels, but Fusion has a full screen option. Cmd + Ctrl + Return enters full screen for Windows. Cmd + Tab still works to bring up OS X programs, which will then appear on top of the Windows if you need them, as if Windows were your background picture. Then just click to reenter Windows. Alternatively, you can also Cmd + H the full screen Windows like any app, and return to full screen OS X. Cmd + Ctrl + S returns the virtual machine to a window.