I found a way to quickly type Control-Alt-Delete on my Macbook Pro to login to Windows within Parallels. Just hold down the Control and Option keys, then hold down the fn key, and press the Delete key.
[robg adds: On Apple laptops, fn-Delete sends a forward delete (removes characters to the right of the cursor), as opposed to the delete key, which actually sends a backward delete (removes characters to the left of the cursor). This older hint explained this functionality, and the comments offer some alternatives if you find this keystroke combination awkward to use. I have no idea if those solutions still work today, however. On full Mac keyboards, there's an actual forward delete key (and no fn key), so this hint is only applicable to laptops.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20060901065843821