If you share a workstation with another user who has a different Parallels username, you will need to update the connection properties of the Parallels connection (or add a new Parallels connection for your own username if this will be an ongoing situation).
Please see this solution if you wish to add a new connection and keep both connections available on the desktop: Setting up a Parallels connection
TO UPDATE THE PARALLELS USERNAME
Double click the Parallels icon on your desktop or taskbar
Right-click the existing connection
Select Connection Properties
Update the two fields: Username and Password for your own connection.
If you untick the field 'Save password' no one will be able to use your connection when they sit at your desk unless they know your Parallels password.
Please see this solution to change your Parallels password: Changing your Parallels password