Are you parenting using shift>p or are you using a parent constraint? Using shift>p will always make the child inherent the transforms and rotation of the parent. If you are using parent constraint make sure that maintain offset is checked on so that it stays in place.
I'm having a problem in Maya. I have a character with a floating hand and a Shoulder>Elbow>Wrist joint hierarchy coming from the body. Problem is, when I try to parent the hand to the shoulder the hand goes flying off somewhere. It worked fine earlier but I've done something and now it's naff. I've been trying to solve it…