I have followed the instructions above and Akku's provided the important hint, although for me it did not work.
When I run ipconfig in the windows command line, I get 10.211.55.3 as an IPv4-Address and 10.211.55.1 as the standard gateway. Using 10.211.55.3 in the windows hosts file (C:\Windows\System32\drivers\etc\hosts) did not work - not sure why. So I tried: 10.211.55.2 and it worked.
Summing up: you have to set up your apache virtual host config first as described and then you have to open: C:\Windows\System32\drivers\etc\hosts and enter: 10.211.55.2 mysite.localhost (or whatever you defined in your virtual host config file). Hope this helps for those with the same problem as me.
I found this here: http://sirprize.me/scribble/accessing-localhost-on-lion-host-with-windows-guest-on-parallels/