first off, if you are using a standard size rifle scope , for a centerfire, it proly is not prrlax free untill 100 yds, or 150. make sure your scope has a front adjustment ring, marked in yards or meters, usually from about 50 yards, out to 300 yds, or an infinity symbol. This is called AO, or an Adjustable, Objective.
Secondly, you have a rear ocular bell, closest to your eye. this will either be threaded, or a fast focus piece, with just a plus and minus sign on it, or a 1 or O
on it. This piece is for focusing your crosshairs, ONLY!!!!
now there are a few tricks out there , to work them both together for sighting in and removing parrallax(prrlax) at distance, but the easiest thing to do is this;
focus the eyepiece FIRST!!!! take it outside, and look at a bright, clear blue sky. Adjust the eyepiece, until the crosshairs are crisp and clear. Leave that eyepiece alone now, and remember where it is marked. If you have a threaded type, with a locking ring, you can lock that adjustment down, with the locking ring, that is in front of the eyepiece, just by turning it down , against the threads, until it is locked tight against the rear eyepiece.
now then, if you are shooting at say 50 yards, adjust the front AO piece, just by turning it to the 50 yd mark. This may not be exactly on, but it should be close, so look through your scope now, at the target, until the target is nice and crisp, and clear, you are NO LONGER worrying about the crosshairs, they should allready be totally crisp, because you adjusted them first, and independently of looking at any target.
Lastly, if you are using a suck scope, that is a problem. If it is a N/C star, or BSA, you are just asking for trouble. Bushnell and Tasco aren't a lot better, unless they are older, and Japanese made, not chinese, or TAiwan.
if you get a Korean made one, I had a really good bushy made from them a few years back, but I still would not count on them. Older Japanese glass , made by whoever, is allways good. any new japanese made glass is very good as well, such as nikon or pentax.
If you are looking for a cheapy, and pretty damn good glass, go to a big box store, and look for the scopes that come in the hard plastic casing.
What you are looking for is a Tasco, it will be a 3x9x32, it will say right on the packaging, ADULT, SPRING PISTON, BREAK BBL, AIR RIFLE RATED.
This means that it is tough enough to handle the two way recoil of an adult
power springer air rifle. Believe it or not, most scopes , not even centerfire scopes, are designed to take the two way , punishing recoil, of a adult air rated rifle, that is a break bbl, spring piston.
this scope will have a marked in yards adjustable objective on the front piece,
and it will say , down to 7 yards or meters on it, which is damn close!!!
most centerfire scopes, will not adjust down this low, also it has an adjustable objective , up front, on a bell that is only 32mm big, mostly you don't see this, unless the front piece is 40 mm big, so for a air rifle rated scope, you are getting a lot of features here.
The best part is, it is 50 bucks or less, and it looks like this;
here is a pic of an old weaver, which I also highly recommend, with the locking rear ring , for keeping your eyepiece in the same place;
now there are two types of golden antler scopes, this one is correct;
http://www.midsouthshooterssupply.com/item.asp?sku=00209GA3932AGD
this one is incorrect, it has no front Ajustable Objective(AO)
http://www.midsouthshooterssupply.com/item.asp?sku=00209MAG39X32D
this should get you started on some decent ideas for glass, and how they work. we can get into the other stuff, later. Or you do a search on this forum, for scope usage, mildot, parrallax adjustment, etc.
notice also, on the scope I say is correct, it says for adult break bbl, spring piston rifles.
the other one does not. Now then, all centerfire rated scopes should be able to take the recoil
of a rimfire, if not, then it is broken. Which it almost sounds like yours is.
Lastly , you can never go wrong with a Leupold or Burris scope. Great warranties, great glass,
great scopes.