There's a couple of possible reasons for this.
It IS possible to parent joints to control curves inside of skeletons (just in case you were wondering). In fact, depending on what you want to do, it may be necessary.
But anyways, the reasons -
1) is the control curve inside of the skeleton? I'm doubting this is your actual problem, but it never hurts to check.
2) when doing this sort of trick, the parenting must be in the format of joint-curve-joint, and without anything between. In other words, you couldn't parent a joint to a curve, stick that curve inside another one, then stick them into the root joint (or joint-curve-curve-joint). The curve must be a first-level child of the first joint, and the joint that is parented must also be a first-level child.
Those are the two most likely probelms (and the ones I've run across).