For immigrant visa (green card) applicant: immediate relatives means: the parents, minor child (umarriaed and less than 21), spouse of a US citizen who is > 21 years old;
For non-immigrant visa applicant: it means the parents, fiance/fiancee, spouse, child and brother/sister of a non-immigrant visa applicant. The US Consulate want to know whether you have such immediate relatives living in US to see whether they may file a immigration petition for you (immigraiton intent). So, you need to tell the truth when you apply for a non-immigrant visa to enter US, and of course it does not mean this will affect your non-immigrant visa application just because you have a relative living in US.
