You are trying to drag a Virtual Machine application window from one primary display to an external one but it keeps bouncing back to the main display.
Please update Parallels Desktop 8 to the latest build. To obtain the update, please do the following:
1. Start Parallels Desktop > click on Parallels Desktop menu > Check for Updates...
2. Download and install the Update.
If the issue still persists
Drag the application window so that one part of it is on the main display and another is on the second one.
Release the mouse and drag the cursor to the second display.
Drag the application window to the desired location on the second display.