There's a grocery store (Mini Mart I think?) just up the beach road from Treehouse, they have a pretty good selection. We stayed next door at Country Country and it was an easy walk.

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Parasailing - there are only 1 or 2 actual boat operators, so who you "buy" it from doesn't make much of a difference.

Exchange - you can exchange before you go (have your bank order it for you) or use an ATM in Negril to get cash out. Depending on where you bank there may be fees attached to that... They will take USD, but it usually ends up costing more.

Enjoy your 1st non-AI experience, I'm sure you'll love it - we're hooked!