I see.
When I first moved to Mac I used Parallels but also set up Windows in Bootcamp (works best if you install Windows in Bootcamp first then install Parallels and point it at the Bootcamp installation). I used Parallels when I wanted to do something quickly on HogPC or MA onPC without having to re-boot but if I wanted to do anything serious I would always switch to Bootcamp. It just works better all round on performance, less network weirdness going on, works better with the Mac hardware, appropriate drivers etc
Now I mainly use Chamsys so I don't have this issue anymore and haven't tested how it works with Capture, but I would expect that running in Bootcamp would be better for performance reasons alone.