Spent a good hour trying to get multiple networks to work in Parallels. The solution was quite simple. My setup is common for mobile developers.
I have a local cable bound network that is connected to the internet at work. I also have a wireless router setup just to enable my mobile devices to be able to connect to my computer. I tried to create two networks in on my virtual machine, but that failed of course.
The solution was to just add one network and set it as Shared Network. It magically exposes both networks to my virtual machine.