I’m playing with a Knoppix LiveCD under Parallels, and the AltGr key (needed to get a pipe character when you have a swiss french keyboard layout) was missing.
Turns out (according to their forum) that you need to configure a special keyboard mapping, to use the numeric keypad’s Enter key as AltGr.
To enable this, create the file shown below, containing the single keyword shown, and restart Parallels:
$ cat /Library/Parallels/.keyboard_config numenterisaltgr
It works for me.