I am also fairly sure my parents are not at all related given they were born in different countries and there is no overlap in their family trees as far back as I can go.
Will take a good look at the links the other poster shared-much appreciated!
Both your parents can be related to a third person, without being related to each other. The simplest example would be if your father's brother married your mother's sister and they had a child. That child would share more DNA with you than with either of your parents. But it doesn't mean that your parents have suddenly become biologically related to each other.
Extend this further out - your father has a distant relative who married your mother's distant relative - and a similar DNA 'anomaly' can occur.