Recent observations at comets Giacobini-Zinner and Halley suggest that simple non-reacting gas dynamics of MHD is an inappropriate description for the bow shock. The thickness of the observed (sub)shock implies that mass-loading is an important dynamical process within the shock itself, thereby requiring that the Rankine-Hugoniot conditions possess source terms. This leads to shocks with properties similar to those of combustion shocks. We consider parallel magnetized shocks subjected to mass-loading, describe some properties which distinguish them from classical MHD parallel shocks, and establish the existence of a new kind of MHD compound shock. These results will be of importance both to observations and numerical simulations of the comet-solar wind interaction.