After researching "Parallels Internet Security", I'd say it's a go, IF YOU USE PARALLELS. It is bundled with Kaspersky, and in my opinion, Kaspersky is worth using.
Assuming that you're using Parallels, you have to be using a Mac/Apple.
Parallels Internet Security Suite is to be installed on the "Paralleled Operating System", not the Mac itself.
Example: If you're Paralleling Windows XP inside of the Mac, be sure to install the Security Suite IN XP, not locally on the Mac.