I had this same problem. The "writeProfile" suggestion in the link above did not work for me. But I discovered something that did:
Open the configuration for the VM Go to the Options tab Select the Full Screen section on the left Expand the Advanced Settings section on the right Uncheck "Use Windows gamma settings". (The VM will need to be closed for you to be able to change this setting.)@herf -- since the link above mentions this problem in Parallels, any chance you could update it with this new solution?
Hope this is helpful!