You want to open .doc (.xml, .docx, .xmlx) or any other Windows compatible file, located on the Mac side using WIndows application in Windows virtual machine. Or you want to open file located on the Windows side with Mac application.
In order to automate this action, please set appropriate file associations with Parallels Desktop SmartSelect feature.
In order to change file associations with SmartSelect on the Mac side, please locate any file with appropriate extension and choose Get Info option:
Under Open With section click on drop down menu:
Choose Windows application if it is listed. If it is not listed - click "Other":
On the opened window, in the dropdown menu choose Macintosh HD -> then Users -> your user name -> Applications (Parallels) folder, and open the appropriate virtual machine folder:
Check Always Open With checkbox:
Choose the appropiate Windows program to open this file type from the list (Microsoft Word)
- At the end click Change All... option in Get Info window and close the dialog.
NOTE: In order to change file association at the Windows side, please follow the Microsoft KB article: 307859