Anti virus needed for Parallels running Windows??

I am unable to figure out if anti virus protection is needed for Windows when running it in Parallels! If it's virtual, is it vulnerable or is there the issue of passing on infected files???? A search of Apple discussion forums reveals no results for "Parallels" and anti virus or anything else. Anyone know?

Zones says no protection needed but to be safe it wouldn't hurt. Parallels says go ahead and use protection even though you're not using bootcamp, it wouldn't hurt. I can't get a definitive answer. I realize that bootcamp would require protection.

I have already been on the net in windows (virtual) and it keeps telling me I need virus protection. help please?