i had the same problem, fixed thanks to this thread. here's how i fixed mine:
1. quit mail
2. dragged ~/Applications (Parallels) to the desktop
3. launched mail
4. launched mail prefs... default reader now shows as Mail.app (6.6)
5. closed prefs
6. re-opened prefs, just to make sure still set correctly
7. quit mail
8. re-launched mail, check prefs... still good
9. quit mail
10. dragged Applications (Parallels) back to ~/
11. re-launch mail, check prefs... still good
and, just to make sure, i:
1. quit mail
2. launched parallels
3. opened 'default apps' control panel (but didn't change anything)
4. quit (suspended) parallels
5. re-launched mail and checked prefs, just to make sure... still good
note: i had no com.apple.plist.lock file. i also tried repairing the disk, new plist, etc.