I broke down and purchased a copy of Paralells Desktop for Mac several months ago. It's very useful when I want to have a local NetBSD system to work on (typically because the network at my Designated Local Coffee Shop is sucking hardcore).
I've got a fairly nice setup with OpenVPN, and have it set up so that the parallels virtual machine has its own little network that can reach (and be reached) by my entire network, as well as get to the rest of the Intertoobes. I messed up something since the last time I used the virtual machine, so I decided to document how I did the setup so I can set it up the next time I screw things up....
OpenVPN setup: I've chosen the network 172.17.242.0/28 to be the small network that Parallels
machines will use. On the appropriate OpenVPN server, enter this in the configuration file:
route 172.17.242.0 255.255.255.240
This tells the OpenVPN server that when it starts up it should tell the machine it is on that it routes this network. I have a ccd file for my laptop, in it appears:
iroute 172.17.242.0 255.255.255.240
This tells the OpenVPN server that once it actually gets a packet for that network, this is the client to send it to.
Parallels Setup: In the configuration editor for this virtual machine, create a network device with "Host-only networking".
OS X Setup: When you install Parallels, in your Network Preferences a device will show up
called "Parallels Host-Guest". This is the other end of a virtual ethernet cable that
connects OS X to your virtual machine's ethernet interface. This device should be configured with
the address of whatever you have picked as your default gateway on this network — I'm using
172.17.242.0/28, remember, and I picked 172.17.242.14 to be the gateway for this network. Therefore
I configured the Parallels Host-Guest interface like this:
IP Address: 172.17.242.14
Subnet Mask: 255.255.255.240
Finally, you will want to configure NAT on your machine — as it stands, your virtual machine can reach everything on your VPN network, but can't reach the rest of the net. My head is pretty much stuck full of PF and I didn't want to learn IPFW, so I simply downloaded WaterRoof. Click on NAT Setup, chose as the NAT Interface (WAN) whatever device happens to be how you get to the rest of the net (since I'm using wireless I chose en1, the name of my airport interface). Click on Start NAT and you're ready to go.
Guest OS Setup: configure its network device with some address on your little network (I chose 172.17.242.1 for mine), and make its default gateway what you configured on the OS X machine in the previous step (so, 172.17.242.14).