fixing permissions
I know this is an old thread, but I had this same problem after upgrading to Leopard. I have checked multiple forums and none of the suggestions worked.
-I upgraded to the newest build (5582 I think).
-I looked for the .lck file--not there.
-I changed the name of the .hdd file--no luck.
-I rebooted my computer several times--no luck.
-I uninstalled and reinstalled Parallels several times--no luck.
Here is what solved this issue for me:
-Go to the winXP.hdd file (or windows.hdd file as the case may be) (under users/<>/library/parallels/Microsoft Windows XP/
-right click and choose 'show package contents'
-this should reveal two files: "DiskDescriptor.xml" and "windows.hdd.<lots of letters>.hds"
-right click on each of these files and select "get info".
-under each info window, check the "Sharing and Persmission" settings for each file.
-they should allow your user ID to read/write. I also made it so all of the permissions were the same between the two files.
-I am not sure if you need to do it for both files, but I did and it fixed my problem! ...so I'm not touching it anymore!
This cost me a full day of work! Hope it saves someone else some time...