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Your domain probably really is parked. When you click Edit Domain, you get a screen full of hosting options. Your active one will have a green arrow pointing to it. It just happens that Fully Hosted is first on the list. Scroll down to the Parked Domain option and I expect you'll see the green arrow.
You can Fully Host your domain by verifying that all the info in the Fully Hosted section is what you'd like it to be (defaults are usually fine), including the "Run This Domain under User:" (you may have to create a New User). Scroll down a bit more and click the "Fully Host This Domain" button.