Parallels is apparently a virtualization environment with the potential problems of system overhead jatoth mentions. If your machine will run Bootcamp, then that is a different story. Bootcamp is closer to booting into Windows directly, rather than running it in a virtual machine. Some people have reported running Sonar that way.
Do a regular Google search (not a forum search) using:
Sonar bootcamp site:forum.cakewalk.com
Sonar parallelas site:forum.cakewalk.com