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Definitely "Зачем ты меня паришь" or "Почему ты меня паришь" are possible but they sound out of situation when you use the word "паришь" It's kinda "Why art thou pissin' me off" or maybe better...

Ok, I agree with this, the 2nd is correct. But I said also about 3rd - Чья эта книга? - whose this book is it? It seems to me it is also correct sentence. Natives, what do you think?

Thanks for...

Depends on context. The 2nd and 3rd sound similar in spoken language. I'm not quite sure but maybe the 2nd is not correct becouse это(ср. р.) you should make agree with книга(ж.р.), compare this это...