Vista Annoyance #003: What driver was that please?

I finally got around to installing Vista in a Parallels VM on OS X. Parallels takes whatever remaining pain there is in installing Windows XP or Vista away by capturing all the information, like product key and username, at the start of the VM install and then automates the Windows install process so you basically don't have to do anything, it totally rocks.

What doesn't rock is that all the drivers it installs aren't digitally signed so Windows pops-up the following nag dialog:

Why is this a Vista annoyance and not a Parallels annoyance for the driver thing? Because Windows is showing the user the red shield and scary red dialog title and leaves out the most critical piece of information possible, what the hell is actually causing this dialog to pop-up? What process? What driver is being installed? Then look at your choices. Which one is the better option? Both have the green arrow next to them, why is that? Should I as a normal user exercise more caution if I decided to install the driver anyway?