so, they have not the same address.
then, when you go to the mac side browser, and enter the address you saw on the pc side (as i told on the "second test"), you should replace the "localhost" that's in the address, with the PC address you said ("10.211.55...").
this may work.
there are basicly 2 ways for parallels to handle the network, one is called "bridge" and the other "nat".
i know very little the first, so can't say about it.
if it's NATting, it means Parallels is actually acting as a virtual router. Thus, when HFS says you should configure your router, in this case, it's talking about Parallels.
Can't be sure.