Parallels location for grasshopper.exe .ghx etc?

Does anyone happen to know if there is a preferred location for the GH installer exe and/or other files such as ghx files, plugin .msi installers, rhp plugin files etcetera when running Parallels?

I can't quite tell if it is reasonable to run these from a sub-folder in mac Documents (provided you point a File path in the options) or whether some of these need to be stored and/or run from the C drive of the windows machine, or even the plugin folder in Rhino.

I am on a MacPro and a MacBookPro running Window 7 64 bit with Parallels 6.0.1X (and I also have a native install in XP and Win 7).

TIA for any advice/experience.