That is not necessarily true, AEO. Some people, such as myself, do not have their feet parallel to each other. My feet point slightly outwards (left more than the right).

OP, you need to place your feet how they naturally want to go. I used to think that I had to have both feet pointing straight forward, and my knees suffered for that belief. I would do what ericm979 says, and duplicate with your cleats the position your feelt want to go when you place them on the pedal.