Running Rhino on any virtual machine (such as VMWare Fusion, Parallels Desktop, and VirtualBox) is not supported by McNeel. It will result in poor graphics quality and slower overall performance compared to running on the same hardware under native Windows.
The performance problems vary with each type of virtual machine. For example, as of this writing, both Parallels and VMWare officially support native accelerated OpenGL calls, but the performance is not very good in either. In fact, when running Rhino, Parallels is faster with OpenGL acceleration disabled in Rhino. VirtualBox runs well with hardware acceleration disabled. It tends to crash and have strange display problems with complex models and hardware acceleration enabled.
Rhino for Windows will run well on Intel Mac computers: (Sorted by performance, in descending order)
* Not Supported: VMWare Fusion, Parallels, and VirtualBox are virtual environments, and will run Rhino about 10 times more slowly than BootCamp or Rhino for OSX.