Just to add my weight to this in the hope that Apple do something about it.
I'm on a Macbook Pro, with a Logitech mouse, using Parallels Desktop 5 and SL. I have had this problem with Leopard, Parallels 4, SL and parallels 5. At home I use just a Macbook with the trackpad.
At home I have no problems.
At work, my mouse regularly relocates to one of the hot corners. this is very frustrating as it can lead to my parallels exiting altogether, or to expose throwing a wobbly. I've tried different mice, and always with the same issue.
I find that it is more apparent and more frequent when I am using a lot more of the memory, for example, running photoshop inside Parallels (work licence issue before you criticise me!), in this instance I have to unplug the external mouse, use the trackpad, and follow a particular path across the screen, else I cannot do anything.
Apple, come on, there is clearly an issue here, sort it out!