Hello,

you need to use parent constrain (Constrain > Parent)rather than physically parenting the controller to the joint.

Select the controller forst and then the joint, hit parent constrain ande you'l be sorted.

The reason for this is that in a joint chain each joint is physically parented to the next one, you can see this in the outliner. While an object can be the parent to many child objects, a child object can only have one parent. Constrining works differently so it doesn't intefere with the layout inside the outliner.

Hope that helps,

Mat.