Running Delphi XE in Parallels Desktop on iMac

I currently use Parallels Desktop to run a Windows VM on my iMac, this works great for most applications, however there are a couple of issues I have found with Delphi.

1. The some of the shortcut keys do not seem to work.
2. Function keys required pressing FN key as well as function key.
3. For some reason the cap locks gets pressed on the VM, meaning I have to open the on-screen keyboard to remove it.

The second issue is easy to fix with going to the system preferences and selecting the use all F1.. option.