Adding shortcuts to Windows applications under OS X
In the RC2 of Parallels, you can add shortcuts to Windows applications to your OS X desktop so that you can launch them directly from OS X under coherence mode. Parallels calls these shortcuts "favorite applications".
The Adding shortcuts to Windows applications under OS X article by Aral Balkan, unless otherwise expressly stated, is licensed under a Creative Commons Attribution-Noncommercial 2.0 UK: England License.
I'm sure that the process of adding applications to your favorites is covered somewhere in the docs but I couldn't find it easily. A quick Google search revealed this forum post, however, that spells out the simple procedure:
Basically, you select the application you want in the dock, control-click and select Add to favorites from the context menu. Simple!
The Adding shortcuts to Windows applications under OS X article by Aral Balkan, unless otherwise expressly stated, is licensed under a Creative Commons Attribution-Noncommercial 2.0 UK: England License.