I am reading a book about giving speeches, and there is a chapter on parables. What is the difference between telling a story or a parable? The dictionary says a parable has a lesson, but isn't that why you tell a story in a speech anyway? Maybe there is no difference between story and parable?

I know if you tell a story about the IRS it's incomparable.

And everything the IRS publishes is incomprehensible!

IMHO, a parable delivers a moral lesson, not just an insight or entertainment. Now I've gone and opened up the question of what we mean by "moral."
That's a word that has been squeezed into a narrow passage in some people's understanding.

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a parable delivers a moral lesson

I'd agree, but I suppose it's possible that you could leave out the "moral" part; you could say just that it delivers a lesson.

So...we probably blur the two, which is okay.

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Now I've gone and opened up the question of what we mean by "moral."

I think it's the parable that opens up the question of what we mean by moral. Take the New Testament parable of the Good Samaritan. The two who pass by are priests, who won't touch the beaten man because they will become ritually defiled. They believe their choice is the moral one, because they are obeying God's law. The Samaritan helps the man out of compassion. Finally the question: which one made the more moral choice?

Or take the Prodigal Son: he takes his inheritance, squanders it, and comes home. Which is more moral, for the father to turn him away, or welcome him home?

You can't leave out the moral part of this type of parable, because the form itself is to present you with two choices of behavior: the expected or common behavior (look straight ahead and keep walking; throw the bum out) and the unexpected behavior (help the poor bastard; welcome him with open arms). Clearly the parable is arguing that the unexpected behavior is the moral one.

Yet it's unexpected behavior that's usually the punchline of jokes.

One might argue that a parable is a verbal equation, based on its etymology: http://etymonline.com/?term=parable Thus one must ask which behavior is the truly equal - or ethically equitable one.

Both parabola (the geometric shape) and parable (the story with a moral) both etymologically go back to Greek. The latter means 'having a side meaning; deceitful'. Related words with the -bol- root 'throwing' are devil, diabolic, hyperbole, etc. French parler 'to speak' is also related. (I am also reminded of 'to pitch a story'.)

And thus to Parliament, reconnecting with the "diabolic" meaning.

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You can't leave out the moral part of this type of parable,

I guess parable has to have a moral, whereas a story could have one, but it's certainly not required. That is, all parables are stories, but not all stories are parables. It reminds me of reliability vs. validity. All measures that are valid are reliable, but not all measures that are reliable are valid.