It might be good to understand what parallax is so as to be able to deal with it.
The concept of a riflescope is to present to the shooter's eye the reticle (aiming point) superimposed on the picture of the objective on the same focal plane.
The reticle is at a fixed distance in the riflescope and the first thing to do when you first use the riflescope is to focus the eyepiece so that the reticle is nice and crisp. You do this by aiming at a blank wall or the sky, something that you don't focus on, your eye is on the reticle only. Parallax is when the objective lens puts the target in a focal plane that does not coincide with the reticle; it is either in front of or behind the reticle and when your head moves, you can see that the two are not lined up solidly. The goal here is to have a crisp reticle superimposed on a crisp picture of the target and at that point, the parallax is gone.
How do we do this?
When you look through a scope you aim it at your objective and that's where you encounter the first property of a riflescope, focus. Every scope, camera lens, binocular, monocular, etc., needs to be focused so as to present a crisp image of the objective to the sensor, be it your eye, film, photocell, etc. The focus is predicated on the distance to the objective, but there are many factors that influence the picture that is detected behind the scope.
There is something called depth of field that come into play right off the bat. Think of this as the area in front of and behind the objective that still appears to be in focus. When your objective is close, the depth of field is actually pretty narrow; the closer the objective, the narrower the depth of field. You can verify this by simply holding a finger up to your eye and focusing on it. Whatever is behind goes immediately out of focus. As you extend your arm and still focusing on your finger you notice the background rapidly comes into focus.
So the further away your objective is, the wider the depth of field. Another factor that influences depth of field is magnification. A 3X scope has a much wider depth of field when focused at 100 yards than say a 40X scope does.
Another factor that affects depth of field is aperture size; the wider the aperture the narrower the depth of field. However since there are no aperture controls on a rifle scope or other similar objects, except for camera lenses, this is not something that we can do anything about. I'm just mentioning it here for completeness.
Having a wide depth of field, does not eliminate parallax, it actually makes it a little more difficult to dial out. I'll explain in a minute and give you a hint to help deal with it.
As I said at the beginning, you need to start with the reticle in perfect focus for your eye. The reticle does not move, that's your baseline. Now that you have the best picture of the objective, you want to adjust the image of the target to be at its crispest, which will also be on the focal plane of the reticle. This will give you a parallax-free picture of the reticle on the target.
There are two ways to adjust the focus in a rifle scope to get the crispest picture of the target; an adjustable objective or a side focus mechanism. The adjustable objective is exactly that, you crank the objective lens, that big one at the front of the scope, to get the crispest image of your objective you can get. This is the easiest and also the most accurate method of adjusting for the parallax. Once the reticle is crisp and the target is crisp, you have a parallax-free image; put the reticle where you want on the target and pull the trigger.
The other method is the side focus. I'll be the first to admit I'm not completely clear on exactly how it does it, but I understand there is an extra lens in the mechanism and I suspect that instead of adjusting the objective lens to focus, this mechanism alters the focus plane of the objective with that extra lens. At any rate, it does the job at the price of another lens, heavier mechanism and extra complexity and cost. I have some scopes that have adjustable objectives and others that have side focus. The former are easier to focus, but the latter are easier to use from position. For competitions like F-Class, an adjustable objective is probably better than a side focus, but alas, most high end scopes use the side focus.
A side focus should not be adjusted from one distance to another, unlike an adjustable objective. Instead, it should be adjusted starting from infinity down to the target, for best results. I know most people just go from one to the other and I have done that, but it is better to go back to infinity and dial in.
Now, you are probably wondering what all that discussion about depth of field was about. And where is this hint I mentioned, you may ask.
Scopes that do not have any way of adjusting the objective rely on depth of field. The scope is focused for a set distance and is low enough in power as to have the image pretty much in focus to handle all distances, but the focus is set at a specific distance and at that distance, the image is parallax-free. Usually that is 100-150 yards depending on the manufacturer.
When you have an adjustable objective, the trick is making sure you have the scope focused at the proper distance and a large depth of field makes that difficult to ascertain, because the target is in focus early on and stays in focus for a long way. It's like going to the optometrist and flipping through lenses being asked if this one is better or that one.
Remember when I said that depth of field shrinks as magnification increases? Make sure you set the objective or side focus at the maximum magnification of your scope. I know a lot of people dial back from maximum during the summer, but you should always use maximum mag to set the focus.