Enable "Normal firewall mode" on your Firewall settings within Parallels Power Panel (https://your.hostname:4643/)

 In SSH, add the following two lines into your iptables:

-A VZ_INPUT -p icmp -m icmp --icmp-type any -j ACCEPT
-A VZ_OUTPUT -p icmp -m icmp --icmp-type any -j ACCEPT

Remeber to save and restart iptables services in order for the changes to take full affect.

NOTE: if you make any setting changes through the Firewall setting within the Parallels Power Panel, this will wipe out all changes make in iptables.