The driver you are using in Mac OS.
The drive enclosure itself.
The best NTFS for Mac OS X is probably from Paragon and mounts more PC format external and internal drives safely and properly.
Maybe you should ask Parallels. Could you be leaving the VM in suspend state and not shutdown properly itself?
Hatter, the drive is a Western Digital Elements USB 2.0 1TB drive. I have three of them. Only this one is formatted NTFS.
Before I installed Parallels, a friend loaned me his external HD to copy some files. It was formatted NTFS. I had the same shutdown problem with that drive.
The NTFS drive is mounting at OS X startup. Sometimes I don't run Parallels. That's when I get the error. If I run Parallels, it removes the icon from the Mac desktop (I assume it is unmounting it) and it shows up in Windows 7.
I don't believe the problem is Parallels. There has to be a way to tell OS X not to mount that drive. I found some commands but they aren't working in OS X 10.6.6. I can manually eject the drive before shutting down but it's just an extra step and sometimes I forget.