Multiple parent cache problems

I am trying to use Squid 2.1PATCH2 two parent caches with round-robin but
no-query:

cache_peer parent.one.com parent 3128 3130 round-robin no-query
cache_peer parent.two.com parent 8080 3130 round-robin no-query

I thought that this would work as explained in section 5.10 of the
Hierachy Tutorial, but instead Squid always seems to go DIRECT, without
consulting either parent. Can someone help me out here?

--
 Kendall Lister, Systems Operator for Charon I.S. - kendall@charon.net.au
  Charon Information Services - Friendly, Cheap Melbourne ISP: 9589 7781