You must list them to park them and then forward your names to Sedo. You don't have to sell them. Just list them as "Make Offer" and don't accept any offers.
Here are the instructions from their FAQ
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How do I park my domains with Sedo?
First, all of the domains that you wish to be parked must be entered into Sedo's database. Without this step, the Domain Parking will not work!
Then, there are two ways to park your domains with Sedo: Name Server Forwarding and URL Forwarding. The best method for you depends on whether your registrar allows URL or Name Server forwarding.
METHOD 1: NAME SERVER FORWARDING
At your registrar, change your Name Server settings to the following:
Primary Server Name: NS1.SEDOPARKING.COM
Primary Server IP: 217.160.95.94
Secondary Server Name: NS2.SEDOPARKING.COM
Secondary Server IP: 217.160.141.42
METHOD 2: URL FORWARDING
If your registrar allows you to forward your domain to a URL, forward to:
http://www.sedo.com/parking/domain.com
(where "domain.com" is replaced by your domain name)