Open System Preferences then go into the Network Pane and tell us what things are listed in the left column of the window.
You can start by disabling the services by selecting one of them, then click the gear at the bottom of the column, then selecting "Make Service Inactive" Do that for each of the thing except the Airport. Then restart the Mac. If it goes away, make them active one at a time until it reappears.
I have a feeling it was Parallels. Has always caused issues for me with network connectivity.