There's a bunch of tutorials that can help you, at the Parallels web site:
http://www.parallels.com/products/desktop/
Look for "How to install PD8"...
Are you using the Parallels installer DVD for the install, or did you download the installer from parallels?
What exactly is stopping the Parallels install? Are you getting an error message of some kind?
You DO have OS X 10.6.8 or higher, correct?
Parallels does very little by itself (and does NOT come with another operating system), so you would also be installing another operating system, such as Windows, or Linux, or one of the other dozens of operating systems that Parallels supports.
If you want to install Windows, you will need to purchase that, too. Some of the other operating systems, Liinux, etc, are free for you to use, but Windows is not free.
Which other operating system do you want to use? You can add more, but you do need at least one operating system for the Parallels setup, such as those in the list of supported guest systems, under system requirements on this page:
http://www.parallels.com/products/desktop/