How to update Windows 7 and Parallels Desktop 9 before updating to El Capitan
You should probably keep your apps up to date before installing an OS that you know will be incompatible with their older versions.


Take a Time Machine backup of everything.
Update Parallels through this link. You'll get it for $49.99 (as opposed to $79.99) because you're upgrading from a relatively recent version.
Open the new Parallels and play around with your files to make sure everything works.
Once you're satisfied that the new version of Parallels works, take a new Time Machine backup.
Install El Capitan.


Good luck!