I have been having problems using Ubuntu Unity on my Parallels VM, that I was finally able to resolve with help from the Ubuntu forums. It turns out Ubuntu Unity Plugins was disabled for some reason. Use the following sequence of commands to run CompizConfig Settings Manager.
sudo apt-get install compizconfig-settings-manager export DISPLAY=:0 ccsm
Select Ubuntu Unity Plugin. Check Enable Ubuntu Unity Plugin if it is disabled. Enable other required plugins if you are prompted to do so.