PKR and VMware Fusion for Mac OS X
This article at OSNews gave the the idea to try PKR with VMWare to see if it would work. Unfortunately it didn't work. The article talks specifically of DX8.1. PKR uses 9.1c minimum. Well it was worth a go. When will they do a mac version 
Update: I got it working with VMWare
It seems that VMWare is some way behind parallels as well. It seems a lot more sluggish then Parallels. To be fair, when you run vmware they do warn you that there is a lot of debug code still in the virtual machine. Lets hope it gets better as competition between Parallels and VMWare can only be good for everyone.