Have you tried VMWare Fusion ? I've never gone back to Parallels after I discovered it.
Also, have you checked the tech reqs for the CBT .... you might need some additional obscure plugins ?
There should be absolutely no reason you can't run it under boot camp, because it's 100% native.... and I'd be very surprised it it's not possible to run it under VMWare/Parallels.
Have you tried logging in as someone with Administrator rights when trying ? Some moronic developers can't manage to code without requiring full privileges.