welcome sherry,
as shaggy said, the way forward is using wired network.
on the mac, i dont bother using the PC companion software at all, and i dont loose much.
i simply connect the iLiad directly to the network router.
imho, i think using parallels might cause more problems than it solves...
if you have already, you might want to have a look on this forum, theres quite a few threads about using the iliad with the mac.
andys comment here, about sharing a folder is how i used to do it
https://www.mobileread.com/forums/showthread.php?t=24801
but as others say, osx will also mount it via USB, note.... in system settings on iliad you say if you want to 'expose' the CF or internal memory.