Administrative rights to external hard drive when using Parallels

I have installed Parallels to run an embroidery software (Floriani) on my MacBook Air.  Both Parallels and the Floriani are running fine and I can see my windows formatted external hard drive when in Floriani and can bring in files from it.  But when I try to save a redesigned embroidery file to the external hard drive it tells me I can not because I do not have administrative rights.  I have tried to also tried to copy embroidery files downloaded from the internet to my Macbook and get the same message.  Since I am the administrator (and only user) of this laptop, how can I get access to the hard drive.  I tried following the all the suggestions in the Help Center for setting permission but even though I can set the drive as a "shared" file I cannot see the "lock'" icon referred to  and in the "Sharing and Permissions" it still says I can only read.  I was told this would be simple???

It is coming from a Windows program (Floriani) AND my Mac/Finder.  From Floriani (Windows program) when I try to save a file to the external hard drive.  And when I try to copy a file from my Mac hard drive to the external hard drive, it just refuses to do it.  I get a "bonk" sound.  So I tried highlighting the external drive in finder, went to "file" then "get info" and it says this is a read only "file"....although it is a hard drive, not a file.  So I tried same with folders on the hard drive.  Same thing. 

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