Let me give you my first tip. (General massage..I'm not familiar with the parolor you reference).
Go to a massage parlor expecting nothign more than a massage and go when you want a good massage. Most are "relatively clean". I think they all have a damp odor about them which is kind of a turn off some times(although I may start having a pavlovian rection soon I'm sure). But they are going to typically be clean enough to feel comfortable. Remmeber tehy are a business and want return customers...the last thing they are going to want is to have you get sick from them or something.
But really like I said before...Just go for a massage and thats it. ease into it...bring some extra cash obviously "just in case". Whenever I go to a new place I can generally get at least a hand shake, but I Never go to a new place with expectations of one at all.