Parallels and Desktop Manager Help

Hey, I also have Parallels with Desktop manager on my computer, but when I have windows open on one desktop and I switch to another desktop, the mouse doesn't show up, or the bar at the top (I don't know what it's called) in my mac osx desktop. Could someone please help

Ok nevermind, I guess it works now. How do I install the drivers in parallels? I can't use windows to connect to the internet