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Yes you should, although since Windows is running in a VM, any issues won't affect the Mac.


If a particularly nasty virus gets into the windows side, and you use the Parallels folder sharing to share your Mac side data to the Windows box, the virus could potentially run through that share and corrupt data on the Mac side.

I personally just use drag and drop between Parallels and OS X when I need to move a file between the two sides, instead of turning on the sharing.