What I did on my Simmons 3-9x50 scope:
Setup 'scope so that the reticule is in focus as soon as you look through it (use focus and/or lock ring at the eyepice end of the scope)
Setup target at required distance (I wanted 30 Yards)
Set 'scope to full zoom (ie 9 times mag)
Undo and remove front lock ring part Pic Here
Look through 'scope, and turn parralax adjuster until the reticule and the view of the target are both crisply in focus Pic Here--------And a close up
(Yeah yeah - dusty I know - it's my summer gun, so gimme a break huh? )
Replace lock ring
Recheck zero
Piece of piss, but it took me ages to find that info on the web
Disclaimer - this worked fine on my 'scope, but from what I read, this should work on most 'scopes. No doubt, someone will either de-bunk or corroborate the above info! Do not excessively wind parralax lense in or out - you may loose any nitrogen that your 'scope may be filled with