THE PRINCE PARADE CONTINUES: Meanwhile, the latest word on Prince's album is as follows: It's called "Parade" and will be officially released March 24. All of the songs on the record are also in his upcoming film "Under the Cherry Moon," but the record isn't being labeled a sound-track album. . . . Prince hasn't officially announced any tour dates yet, but you have to wonder whether the Purple One wasn't getting warmed up the other night at the St. Paul Civic Center, when he and old pals Andre Cymone and Jerome Benton showed up at a show by Mazarati, a young band signed to his Paisley Park label. The group played a cover version of "America" as a surprise treat, which prompted Prince and Cymone to make an appearance on stage, their first time performing together in nearly five years. . . . Meanwhile, the Family, one of Prince's many protege pop units, has apparently called it quits after releasing only one record and making only one unannounced appearance last year in Minneapolis.