James, not sure if you got the answer to the full-screen issue, but for those still wondering; the OS X menu bar is brought up while in full-screen Windows by pressing CRLT-ALT. You can then switch in and out of modes under "View".
I believe the default keystroke for toggling full-screen is CTRL-ALT-Enter, but this can be changed in preferences.
For those still looking at gaming within Parallels Desktop 4.0 for Mac, there's a list on the feature page (HERE
) which shows games we've tested. Just because it's not on the list doesn't mean it won't work, however.
I actually suggest that if you have Parallels Desktop 4.0 for Mac installed, run a web browser in your VM and check for online requirements comparison sites (Like system requirements lab
). In my experience, results from sites like this don't always mean you can run a certain game in a VM. There are driver compatibility issues to consider, which the app. doesn't account for. It will give you somewhere to start, though.