Hi I am one of the experts here on Just Answer.com
With Parrells you should have shared folders on the mac side you should be able to download internet explorer 8 using your mac browser and then be able to get to the install through the folders the windows 7 and mac share
please give this a try and let me know how it goes
I would stick with using version 8 for now while running parrells
If that doesnt work for you
First make sure IE9 is removed completely my going to add remove programs and remove it
Go to Control Panel\Programs and Features\Turn Windows features on or off. Uncheck Internet Explorer 8, click OK and reboot. You will be not have Internet Explorer installed then. Go to Windows features again and check Internet Explorer 8, reboot. Now you will have Internet Explorer installed again.
You may need your windows 7 disc for this but you should have IE 8 completely reinstalled after its done
I couldn't find the setting to Uncheck Windows Explorer 8. However I was able to go to Installed Updates. Once there I deleted the update, and voila! when Windows restarted it worked. Although I didn't follow your advice, had you not told me I wouldn't have known to go into Control Panel (I am totally not a PC guy) so thanks for your help.