If you don't want Windows to store the changes you make to it during the working session (for example, when testing some Windows applications that may damage Windows), you can start Windows in Rollback Mode:
Note: This feature is only available in Parallels Desktop for Mac Pro and Business Editions.
Open Parallels Desktop.
From the Control Center, select the Windows machine that you want to start in Rollback Mode and click Actions > Start in Rollback Mode.
If you want Windows to always start in Rollback Mode:
Open Parallels Desktop.
From the Control Center, select Windows and click Actions > Configure > Security.
Choose Ask me what to do from the Rollback Mode menu.