ok, i'm steeling this from rimfire, please don't snitch on me.
Setting Up a new scope:
1. Inspect for any damage.
2. Are the AO and Power controls smooth when turned?
3. Does the image appear bright and clear [the AO must be set for the actual distance to the image]?
4. Focus the ocular lens on the reticle for your eye; not all eyes are equal, and this must be done. If you normally wear corrective lenses while shooting, then wear your glasses for this step. If you wear glasses for reading, but not shooting, then leave your glasses off for this step. When focusing the ocular lens, first look off into the distance for about a minute [so your eye accommodates to distance], and then quickly look through the scope at a blank surface [wall or sky]; is the reticle clear and crisp? If not, adjust the ocular lens 'out' 1/2 a turn, and then repeat; if it is better, then give it another 1/2 turn 'out'; if not, give it a full turn 'inwards'; repeat until you have a clear and crisp image of the reticle [ignore what the target looks like]. Remember, each time look off into the distance for about a minute before looking through the scope...... THIS IS IMPORTANT
5. Adjusting the AO for target shooting: This should be done when you are at the range [or the place where you shoot]; initially, set the Power to its highest level, and turn the AO ring to the 'marked' range at which you are shooting; if your target is at 50 yards, then turn the AO ring to "50 Yards"; now look at your target through the scope: is it clear and crisp? If not, turn the AO ring ever-so-slightly to the left or right until your target is clear and crisp. Now, set the Power to the desired level. DONE, until you change your shooting distance.
6. Adjusting the AO for hunting: This should be done just before you enter the area to be hunted; set the AO ring for the range at which you 'expect' see game: squirrels - 50 yards; woodchucks - 100 yards, etc..
7. For Non-AO scopes [rimfire and air gun], steps #5 and #6 are omitted.
8. Sighting-in the scope is a separate issue.
AO = Adjustable Objective [the BIG lens up front]: The AO is used to focus the 'image of the target'.
Ocular = The eye piece of the scope [at the back end]: The ocular is used to focus the 'image of the reticle'.
Note:
If your 3-9X scope does NOT have an AO, and you are trying to use it at 50 yards, you probably have +/- 1/2" or more of parallax; centerfire [big game] scopes are focused at the factory for 100 to 150 yards, the normal ranges at which they will be used. When mis-applied to a rimfire rifle, parallax results, as most rimfire ranges are less than 100 yards......
Good Luck...... ! !