You are absolutely right that your chain should NOT be rubbing on the bottom of your derailleur. You didn't mention whether you have a hardtail or a full suspension bike... if you have a full suspension bike then you have to take into account that the rear of the bike will have some sag which does have some affect on the derailleur. With that in mind, derrailleurs are set up different for the two different types of bikes. However, regardless of which type of bike you have... it should NOT be rubbing and you should have your LBS take a look at it. If you don't, you will eventually rub a hole in the bottom of the derailleur and then it won't be able to pick the chain up to shift. (I've had that happen in my shop)

Good luck!: