I agree, you shouldnt be having a parallax problem if its set at the yardage your shooting at. If you do , I would have to say its the scope.
FYI: I read the other post and disagree with the comment someone made telling you to adjust the parallax until the image is focused. If the scopes parallax adjustments are working properly this will surely give you a parallax problem. If your having a focusing problem, use the eye-piece focus.
MO