Error message “Hdd file is used by another application”.
Article ID: 4938 (http://kb.parallels.com/en/4938)
Last Review: Jun, 21 2010

Symptoms
After you restart your Mac, Parallels Desktop does not start the VM, saying that “Parallels Desktop is unable to access the virtual hard disk image file winxp.hdd. The file is used by other application”.
Resolution
Check if there is a lock file inside the HDD package:

1) Make sure that Parallels Desktop is not running.

2) Open the folder of your Virtual Machine in Finder, e.g. Your ‘user’ home > Documents > Parallels > Windows XP, you will see .hdd package there.

3) Right-click (CTRL+click for ‘Mac’ mouse or SHIFT+CTRL+click for ‘Mac’ mouse) on the .hdd file and select “Show Package Contents”.

4) If you see the file DiskDescriptor.xml.lck then drag it to the Trash and empty Trash. Do NOT mix it up with and do NOT delete DiskDescriptor.xml file!

5) Try to start Parallels Desktop and your Virtual Machine.