Correct Jimmy, that is if you have a scope that's of decent quality. If it's slightly out of focus when the parallax is corrected with the parallax adjustment/focus wheel, you can try and correct the focus by using the ocular lens ring. Almost nobody uses this, but it's one of the most essential parts of scope adjustment. In Special Weapons Training there's a whole chapter on rifle scopes with just the technical aspect of scopes, that wil keep you busy for at least a week.
Parallax is an issue with almost all budget (sub $500) scopes. Getting completely rid of issues like these is one of the things that makes good quality scopes so damned expensive. It all has to do with perfect (cut, coated, and fitted) lenses and even more perfect alignment of all those pieces of glass, even after being moved internally from because you adjusted them the focus or zoom knob. One thousands of an inch off, and you have a scope that's basically useless for precision shooting. If you step down and really think of this from an engineering point of view, it's actually pretty amazing stuff that we all take for granted when we shoot.
But anyways, now we've determined that parallax is the issue, a few other things come in play. Either you corrected the focal issue with the ocular lens adjustment and Bob's your uncle, or it's a poor quality scope, it's damaged somehow (tightened the scope rings to hard once or twice) or you have poor eye sight. Don't underestimate eye sight, because I've trained a LOT of shooters that where having problems getting perfect shot alignment each time because they wore cylindrical prescription glasses. With those, you have to align your head and glasses in front of the eye piece exactly the same, each time, and that's something that's damned near impossible. Ever wondered why you don't see snipers wearing glasses? Because 20/20 vision in that line of work is essential.
Just a small other tip that's directly related to this whole discussion, never EVER over tighten your scope rings. They need to be fixed at a maximum torque of 2 Nm or 18 in/lbf, and no more! I've seen scopes that had dents that were caused by over tightening the rings, resulting in the lenses getting out of alignment rendering the scope useless. Or over-shimming scope rings that ever so slightly bend the scope tube, ending up with the same alignment issues.
