This works if you have access to a PC with a DVD drive and a USB hard drive or USB key with 4GB or more. Copy the files from the DVD drive to the USB. You can also make an iso and copy the iso to the external USB drive. When installing windows from a hard drive rather than a DVD - the installation on the macbook air is lightening fast.
Parallels works with the iso of the windows install disk on an external drive. When you start the Parallels install process, select the iso as the image for installation.