The only issue I have with these is they attempt to mount my boot camp volume, which was originally made to boot with boot camp, which has been converted to parallels. parallels hides it, and the fuse grumbles when I restart because it can't mount it. Other than that it works beautiful.
I think I ran into this error when I tried to use MacFUSE because I also have Parallels installed. After that experience I decided to trash MacFUSE for good.
I've found an even better solution that works for me. I use a 16GB SD card I had lying around formatted as exFAT that allows me to transfer files between OS X and Win 7. I just leave it mounted all the time in each OS.
I think Parallels has the ability to transfer files between them too, but when I tried to use it the speed was agonizingly slow. I prefer booting into Win 7 anyway and just use Parallels as a virtual machine for Windows XP, it runs just fine.
Now, if I want to get really tricky, I may try to partition that SD card into two volumes. I'll use one of them as a ReadyBoost
volume for faster disk caching and the other volume will then be used for file transferring. Perhaps that's a topic for another thread though.