I guess you would just write a program to receive serial and put the data in parallel on the pins of one of the MCU's ports. Depends on what you're looking for.
Although, depending on what you're actually trying to do, I'd say an MCU is way overkill. If its synchronous serial data, you could just use a shift register to convert to parallell.
actually my project is i want to convert the data from USB Bluetooth Dongle (Serial mode) to parallel mode..as i want to transfer the data wirelessly to parallel printer .. i use KC-4201 as receiver that will be connected with PIC ..