Steven Winderlich:
I run into this almost every time I run a Windows app under Parallels 8. I don't get the infection message until after the Parallels VM is shut down. As with the OP I have run an anti-virus scan on the Windows VM and not found anything and, given that I don't use the Parallels VM for anything other than running a couple of well-known (to me) apps (Adobe Photoshop CS5, SNS-HDR and Corel's PaintShop Pro X6), it is hard to believe that there was any opportunity for the VM to get infected. I don't open emails in the VM and I don't browse.
I typically get the same two or three infection notifications and I can provide the paths to the files if you think that would help.
I am running Mavericks and Parallels 8. This is a bit of a pain and it would be nice if it could be sorted out.