canvsbk,
What model scope is it, does it have an adjustable parallax?
If it does not have a parallax adjustment (either a ring at the front objective or a knob on the opposite side of the scope from your windage knob) your scope would be a "fixed" parallax scope. Most fixed scopes will have the parallax set at somewhere between 100 to 200 yards. At whatever range the parallax is set, that is the ONLY range the parallax is actually perfect. You will see the worst effects at distances closer than you will further than the parallax is set. To test parallax, set your rifle up in solid rest. Sight on a small target, with your cheek still on the stock, nod your head up and down a bit. If the parallax is right the crosshairs will stay centered, if it is off, the crosshairs will move up and down as you move your head even though the rifle is steady.
I ran into an issue with a Leupold rimfire scope recently that could be what you are seeing. The problem I had was when I got the parallax set for a particular yardage the scope was blurry, when the scope was clear the parallax was off. It turned out that the eye piece needed focused. I set the scope up for a specific distance, then using the "head nod" method turned my parallax adjustment until the parallax was good, then I turned the rear eye piece focal adjustment until the scope was in "focus" Now the "focus" and "parallax" both match up close or far.
Hope this helps, give us more specifics and maybe someone can help you sort out the problem.
