I've been parasailing on my previous 2 cruises, and loved it. There is a minimal risk I would say, but for me, it was a great experience. The incident that Dwayne described is a rare instance.
I remember one time in the States, my sister and her friend were scheduled to go. However, the tour operator decided it was too windy, and canceled the trip out.
2007 - Majesty of the Seas (Bahamas)
2009 - Enchantment of the Seas (Western Caribbean)
2010 - Freedom of the Seas (Western Caribbean)
2013 - Golden Princess (Alaska, roundtrip from Seattle)