The heat capacity and isomer distributions of the 38-atom Lennard-Jones cluster have been calculated in the canonical ensemble using parallel tempering Monte Carlo methods. A distinct region of temperature is identified that corresponds to equilibrium between the global minimum structure and the icosahedral basin of structures. This region of temperatures occurs below the melting peak of the heat capacity and is accompanied by a peak in the derivative of the heat capacity with temperature. Parallel tempering is shown to introduce correlations between results at different temperatures. A discussion is given that compares parallel tempering with other related approaches that ensure ergodic simulations.