Stochastic Partial Differential Equations (SPDEs) have received increasing amount of attention recently as they appear in several different applications, such as Interest Rate Modeling, Interface Dynamics, Non-linear Filtering and so on. Compared to numerical methods for PDEs, numerical methods and the theory for SPDEs are very undeveloped. In this talk, we are going to convert Parabolic SPDEs into Backward Doubly Stochastic Differential Equations (BDSDEs) and propose a new type of numerical scheme for BDSDEs. Thus we have provided a novel numerical scheme for Parabolic SPDEs.