cd drive with parallels on

If I leave Parallels running in standby mode and using OSX, when I insert a cd or dvd, the Mac can't see it - it only shows when I open the Windows partition. I can't even eject the disc in the Mac. I have to quit parallels, either suspending Windows or turning it off.

Is this the way it is supposed to function, or is there a way to change this default?
mjshack