Parallels and VMWare (and Xen) work off of images containing a file system formatted for the guest OS, there is no way these files can access content outside of this filesystem/image without some sort of software bridge, such as some of the folder sharing stuff I believe is included in these virutalizers (and disabled by default, I'm sure)
As far as Crossover Office, Windows viruses can only have limited success since they were written to exploit things which may not be identical under OS X. However, most spyware comes from using IE, and I don't see any particular point in running IE under Crossover for your general web browsing needs, so this risk is quite minimal unless, for some reason, you are doing this.