Hi Sonny
We do not have Mac's so we are unable to help with Mac specific issues.
However, in principle these are the steps you need to take,
1. Install Parallells on your Mac
2. Run the Parallells (Windows) app
Looking at their video of their current version at
http://www.parallels.com/au/landingpage/dskd77/?source=g_aus&gclid=CPPytqTlvq0CF... it appears the Windows desktop itself appears as a virtual machine but on your desktop .
3. Install The Uncorked Cellar from your Windows App.
You can do this either via the CD or by downloading from
www.uncork.biz/download.htm - in either case you need to do this from the Windows (parallels) App
Please send your shipping address to support@uncork.biz and we will send a replacement CD
Either way, please let us know how you get on