I recently upgraded my copy of Parallels desktop from version 7 to version 8.
As soon as I had done, I noticed the supposed “improved multi-monitor support” wasn’t all it was cracked up to be.
If I had a window open, and dragged it to the other monitor (either from external to macbook, or vice versa) it snapped back!
Parallels have now released a hot fix which fixes this issue.
It would have been nice if they’d tested this before releasing in the first place however…
As per their support site, follow these instructions:
Parallels Desktop Check for Updates..