This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
I've tried the example code you provided (changed parse to parseDouble to make it compile) and it works fine i.e. prints out big.
Is the code you were using exactly like the example you've shown?
I recommend the use of BigDecimal if you are going to be comparing the values of large doubles. It will take a String as a contructor argument and has compareTo or a max method that will provide the functionality you require.