I don't think XP on Parallels is all that vulnerable to viruses and worms, at least out of the box. Your OS X firewall (you DO have it on, don't you?) will by default block access to the XP ports that might be vulnerable, and I'd think it's unlikely you're using XP to check your mail (or even browse the web much). So the likely attack vectors are just not there.
Boot Camp would be another matter - but it's still only a problem for the XP partition. XP can't write to HFS+ unless you've installed something like MacDrive.