The caretaker duo were chosen for the League One award after Forest remained unbeaten throughout March and kept alive their hopes of a play-off place.
McParland told Sky Sports News: "Frank and myself are delighted. The boys have been fantastic, everyone has worked really well and we are in it together.
"We don't know what to expect but we take every game as it comes and we are just happy to help out at the moment."
He added: "We are not thinking about the job full-time. We just enjoy working with the lads for the time being."