I have a MacBook Air and I run Windows Vista as a Parallels Desktop guest. In Windows I need to press Alt Gr but I don't have that key on my MacBook Air.
How can I press Alt Gr in Parallels Desktop?
According to this article on macosxhints you can press ctrl-alt to get AltGr. Sometimes that doesn't work, so you'll have to remap your keys under windows, which is described in the linked to article.
There's also this article on Parallels' forums which suggests you do this: